高维拉普拉斯ARMA场的时空协方差函数

IF 0.4 Q4 STATISTICS & PROBABILITY Theory of Probability and Mathematical Statistics Pub Date : 2022-11-08 DOI:10.1090/tpms/1173
G. Terdik
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引用次数: 1

摘要

本文给出了拉普拉斯ARMA场的协方差函数在高空间维度上的系数公式和贝塞尔函数公式。用谱方法研究了欧氏空间中的时空拉普拉斯ARMA场及其维数d≥2d\geq2的球面。
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Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
This paper presents clear formulae of the covariance functions of Laplacian ARMA fields in terms of coefficients and Bessel functions in higher spatial dimensions. Spectral methods are used for the study of spatiotemporal Laplacian ARMA fields in Euclidean spaces and spheres therein with dimension d ≥ 2 d\geq 2 .
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来源期刊
CiteScore
1.30
自引率
0.00%
发文量
22
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