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This paper introduces some χ 2 random functions, which are not homogeneous (stationary) in general, but contain the stationary case as a special case, and whose correlation structures are nonparametric and flexible so that many parametric forms can be specified. The mean square differentiability of such χ 2 random function is discussed. We also make the comparison of two χ 2 random functions through their finite-dimensional Laplace transforms.
Date of Publication: Jan. 2010