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- W3016424679 abstract "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 foundations for an advanced covariance modeling and elaborates a set of generic base functions which can be used for flexible covariance modeling. In particular, we provide a straightforward procedure and guidelines for a generic approach to the fitting of oscillating covariance functions to an empirical sequence of covariances. The underlying methodology is developed based on the well known properties of autoregressive processes in time series. The surprising simplicity of the proposed covariance model is that it corresponds to a finite sum of covariance functions of second-order Gauss–Markov (SOGM) processes. Furthermore, the great benefit is that the method is automated to a great extent and directly results in the appropriate model. A manual decision for a set of components is not required. Notably, the numerical method can be easily extended to ARMA-processes, which results in the same linear system of equations. Although the underlying mathematical methodology is extensively complex, the results can be obtained from a simple and straightforward numerical method." @default.
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- W3016424679 date "2020-04-15" @default.
- W3016424679 modified "2023-09-30" @default.
- W3016424679 title "A Generic Approach to Covariance Function Estimation Using ARMA-Models" @default.
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- W3016424679 doi "https://doi.org/10.3390/math8040591" @default.
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