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The Representation and Decomposition of Integrated Stationary Time Series
Published online by Cambridge University Press: 01 July 2016
Abstract
Learning from Matheron's representation (1973), and using the increment vector (PIV) methodology introduced by Cressie (1988) and developed by Chen and Anderson (1994), this paper presents a theory for the representation and decomposition of integrated stationary time series and gives some applications.
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- General Applied Probability
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- Copyright © Applied Probability Trust 1994
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