Definition
The stationarity concept refers to the translation invariance of all or some statistical characteristics of a random function (also referred to as random field or spatial stochastic process). A random function is called strictly stationary if its spatial distribution is invariant under spatial shifts. Second-order (or weakly or wide-sense) stationarity for a random function means that its first- and second-order moments are translation invariant. A random function is said to be intrinsically stationary if its increments are second-order (or weakly or wide-sense) stationary random functions. A random function is said to be locally (or quasi) second-order stationary if its first two moments are approximately stationary at any given position of a neighborhood moved around in the study domain.
Introduction
A classical problem in geosciences is predicting a spatially continuous variable of interest over the whole study region, from measurements taken at some locations. Examples...
Bibliography
Bandyopadhyay S, Rao SS (2017) A test for stationarity for irregularly spaced spatial data. J R Stat Soc B Stat Methodol 79(1):95–123
Chilès JP, Delfiner P (2012) Geostatistics: modeling spatial uncertainty. Wiley
Christakos G (2012) Random field models in earth sciences. Dover earth science. Dover Publications
Cressie N (2015) Statistics for spatial data. Wiley
Diggle P, Ribeiro P (2007) Model-based geostatistics. Springer series in statistics. Springer, New York
Fouedjio F (2017) Second-order non-stationary modeling approaches for univariate geostatistical data. Stoch Env Res Risk A 31(8):1887–1906
Fuentes M (2005) A formal test for nonstationarity of spatial stochastic processes. J Multivar Anal 96(1):30–54
Goovaerts P (1997) Geostatistics for natural resources evaluation. Applied geostatistics series. Oxford University Press
Isaaks E, Srivastava R (1989) Applied geostatistics. Oxford University Press
Jun M, Genton MG (2012) A test for stationarity of spatio-temporal random fields on planar and spherical domains. Stat Sin 22:1737–1764
Olea R (2012) Geostatistics for engineers and earth scientists. Springer
Wackernagel H (2013) Multivariate geostatistics: an introduction with applications. Springer, Berlin/Heidelberg
Webster R, Oliver M (2007) Geostatistics for environmental scientists. Statistics in practice. Wiley
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2021 Springer Nature Switzerland AG
About this entry
Cite this entry
Fouedjio, F. (2021). Stationarity. In: Daya Sagar, B., Cheng, Q., McKinley, J., Agterberg, F. (eds) Encyclopedia of Mathematical Geosciences. Encyclopedia of Earth Sciences Series. Springer, Cham. https://doi.org/10.1007/978-3-030-26050-7_428-1
Download citation
DOI: https://doi.org/10.1007/978-3-030-26050-7_428-1
Received:
Accepted:
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-26050-7
Online ISBN: 978-3-030-26050-7
eBook Packages: Springer Reference Earth and Environm. ScienceReference Module Physical and Materials ScienceReference Module Earth and Environmental Sciences