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Erschienen in:
2001 | OriginalPaper | Buchkapitel
Stochastic Modelling of Non-stationary Smooth Phenomena
verfasst von : V. Tornatore, F. Migliaccio
Erschienen in: IV Hotine-Marussi Symposium on Mathematical Geodesy
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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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.