Isotropic Spectral Additive Models of the Covariogram
协方差图的各向同性谱加性模型
Summary A class of additive covariance models of an isotropic random process is proposed, motivated by the spectral representation of the covariance function. Model parameters are estimated by using a special case of the minimum norm quadratic estimation estimator, whose asymptotic moments have convenient expressions in terms of spectral densities. Fitting a model in this class is equivalent to fitting an additive model of the spectral density. The class of spectral additive…