DOI: 10.2307/1425829. The intrinsic random functions and their applications

The intrinsic random functions and their applications

10.2307/1425829

Crossref journal-article

Cambridge University Press (CUP)

Advances in Applied Probability (56)

Abstract

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.

Bibliography

Matheron, G. (1973). The intrinsic random functions and their applications. Advances in Applied Probability, 5(3), 439â468.

Authors 1

G. Matheron (first)

References 12 Referenced 1,136

10.1007/BF02404472
{'volume-title': 'An Introduction to Probability Theory and its Applications.', 'year': '1957', 'author': 'Feller', 'key': 'S0001867800039379_ref2'} / An Introduction to Probability Theory and its Applications. by Feller (1957)
{'volume-title': 'The theory of regionalized variables, and its applications', 'year': '1971', 'author': 'Matheron', 'key': 'S0001867800039379_ref9'} / The theory of regionalized variables, and its applications by Matheron (1971)
{'volume-title': 'Internal report', 'year': '1972', 'author': 'Orfeuil', 'key': 'S0001867800039379_ref10'} / Internal report by Orfeuil (1972)
Huijbregts Ch. and Matheron G. (1970) Universal Kriging — an optimal method for estimating and contouring in trend surface analysis. CIMM International Symposium, Montreal.
Guelfand M. and Vilenkin N. Y. (1961) Nekotorye primenenia garmonitsheskovo analisa. Moscow.
{'volume-title': 'Stationary and Related Stochastic Processes.', 'year': '1969', 'author': 'Cramer', 'key': 'S0001867800039379_ref1'} / Stationary and Related Stochastic Processes. by Cramer (1969)
{'volume-title': 'Les Distributions.', 'year': '1967', 'author': 'Guelfand', 'key': 'S0001867800039379_ref4'} / Les Distributions. by Guelfand (1967)
{'volume-title': 'Le Krigeage Universel', 'year': '1969', 'author': 'Matheron', 'key': 'S0001867800039379_ref8'} / Le Krigeage Universel by Matheron (1969)
{'volume-title': 'Stationary Random Functions.', 'year': '1962', 'author': 'Yaglom', 'key': 'S0001867800039379_ref11'} / Stationary Random Functions. by Yaglom (1962)
{'volume-title': 'Internal report', 'year': '1972', 'author': 'Guibal', 'key': 'S0001867800039379_ref6'} / Internal report by Guibal (1972)
{'volume-title': 'Stationary Time Series.', 'year': '1957', 'author': 'Grenander', 'key': 'S0001867800039379_ref5'} / Stationary Time Series. by Grenander (1957)

Dates

Type	When
Created	19 years, 4 months ago (April 23, 2006, 2:53 p.m.)
Deposited	6 years, 3 months ago (May 30, 2019, 11:17 a.m.)
Indexed	1 day, 5 hours ago (Aug. 31, 2025, 6:08 a.m.)
Issued	51 years, 9 months ago (Dec. 1, 1973)
Published	51 years, 9 months ago (Dec. 1, 1973)
Published Online	9 years, 2 months ago (July 1, 2016)
Published Print	51 years, 9 months ago (Dec. 1, 1973)

Funders 0

None

BibTeX

@article{Matheron_1973, title={The intrinsic random functions and their applications}, volume={5}, ISSN={1475-6064}, url={http://dx.doi.org/10.2307/1425829}, DOI={10.2307/1425829}, number={3}, journal={Advances in Applied Probability}, publisher={Cambridge University Press (CUP)}, author={Matheron, G.}, year={1973}, month=dec, pages={439–468} }

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