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2001 | OriginalPaper | Chapter

Stochastic Modelling of Non-stationary Smooth Phenomena

Authors : V. Tornatore, F. Migliaccio

Published in: IV Hotine-Marussi Symposium on Mathematical Geodesy

Publisher: Springer Berlin Heidelberg

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We propose a new method to model a non-stationary and slowly variable phenomenon. The case of a one-dimensional stochastic process is presented. Particular care is taken in order to prove that the condition of positive definiteness of the covariance function is satisfied. The estimate of the covariance function is afterwards obtained by means of local estimates. The method has been tested on a set of simulated data.

Metadata
Title
Stochastic Modelling of Non-stationary Smooth Phenomena
Authors
V. Tornatore
F. Migliaccio
Copyright Year
2001
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-56677-6_11

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