Testing the covariance function of stationary Gaussian random fields

被引：5

作者：

Taheriyoun, Ali Reza ^{[1
]}

机构：

[1] Shahid Beheshti Univ, Fac Math Sci, Dept Stat, Tehran 1983963113, Iran

来源：

STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 03期

关键词：

Differential topology; Euler characteristic; Gaussian random fields; Periodogram; Stationarity; ASYMPTOTIC PROPERTIES; PERIODOGRAM;

D O I：

10.1016/j.spl.2011.11.014

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In many problems, a specific function like h(center dot) is considered as the covariance function. Based on the asymptotic distribution of the periodogram and Euler characteristic, three methods are introduced to test the equality of the covariance function with h(center dot). Our analyses prove the accuracy of the power and scaling laws for the covariance function of metal surfaces. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：606 / 613

页数：8

共 14 条

[1]

Adler R.J, 2007, Springer Monographs in Mathematics

[2] LEVEL-CROSSINGS FOR RANDOM FIELDS [J].