Page 163 - Special Topic Session (STS) - Volume 2
P. 163
STS474 Yoshihiro Y.
7. Matheron, G. (1973). The intrinsic random functions and their
applications. Adv. Appl. Probab. 5, 439-468.
8. Mandelbrot, B.B. and Van Ness, J.W. (1968). Fractional Brownian motion,
fractal noises and applications. SIAM. Rev. 10, 422-437.
9. Robinson, P.M. (1995). Gaussian semiparametric estimation of long range
dependence. Ann. Statist. 23, 1630-1661.
10. Stein, M.L. (1999). Interpolation of Spatial Data: Some Theory for Kriging.
Springer, New York.
11. Stein, M. L. (2002). Fast and exact simulation of fractional Brownian
surfaces. J. Comp. Graphical Stat. 11, 587-599.
12. Solo, V. (1992). Intrinsic stationary random functions and the paradox of
1=f noise. SIAM J. Appl. Math. 52, 270-291.
13. Velasco, C. (1999). Gaussian semiparametric estimation of non-stationary
time series. J. Time Ser. Anal. 20,1 87-127.
14. Yaglom, A.M. (1957). Some classes of random fields in n-dimensional
space, related to stationary random processes. Theory Probab. Appl. 2
273-320.
15. Zhang, H. and Zimmerman, D. L. (2005). Towards reconciling two
asymptotic frameworks in spatial statistics. Biometrika 92, 921-936.
16. Zhu,Z. and Stein,M.L. (2002). Parametric estimation for fractional
Brownian surfaces. Statist. Sinica12, 863-883.
152 | I S I W S C 2 0 1 9