A Generic Approach to Covariance Function Estimation Using ARMA-Models

A Generic Approach to Covariance Function Estimation Using ARMA-Models

Covariance function modeling is an essential part of stochastic methodology. Many processes in geodetic applications have rather complex, often oscillating covariance functions, where it is difficult to find corresponding analytical functions for modeling. This paper aims to give the methodological...

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Bibliographic Details
Main Authors: Till Schubert, Johannes Korte, Jan Martin Brockmann, Wolf-Dieter Schuh
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Mathematics
Subjects:
autoregressive processes
ARMA-process
colored noise
continuous process
covariance function
stochastic modeling
Online Access:https://www.mdpi.com/2227-7390/8/4/591

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https://www.mdpi.com/2227-7390/8/4/591

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