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The intrinsic random functions and their applications

Published online by Cambridge University Press:  01 July 2016

G. Matheron*
Affiliation:
Centre de Morphologie Mathématique, Fontainebleau
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Abstract

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The intrinsic random functions (IRF) are a particular case of the Guelfand generalized processes with stationary increments. They constitute a much wider class than the stationary RF, and are used in practical applications for representing non-stationary phenomena. The most important topics are: existence of a generalized covariance (GC) for which statistical inference is possible from a unique realization; theory of the best linear intrinsic estimator (BLIE) used for contouring and estimating problems; the turning bands method for simulating IRF; and the models with polynomial GC, for which statistical inference may be performed by automatic procedures.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1973 

References

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