Dear all a banal question... I'm not able to understand the stationarity of covariance in second order stationarity theory... On any book or article I can read: ....covariance between Z(x) e Z(x+h) exist and does not depend on x, but only on h; in fact Cov[Z(x),Z(x+h)]=Cov(h).... It is considered so banal that in any text I consulted this part is described with the same sentence...but it is not explicated via mathematical formalism.... Why should E[Z(x)Z(x+h)]-m^2 be so logically reduced to Cov(h) You'll laugh for my request, but I'm not able to understand why it should be so logical.... In some text I found also...=Cov(x1-x2)=Cov(h) where distance between x1 and x2 is exactly h, but it does not help me to understand it.... I can't realize how to calculate Cov(h) that is a variable (it is in reality at least a vector of constant), when usually covariance is calculated between two variables.... Please have the patience to help me to solve this trick Thanks Simone ----------------------------- Dr. Simone Sammartino PhD student - Geostatistical analyst - G.I.S. mapping I.A.M.C. - C.N.R. Geomare-Sud section Port of Naples - Naples [EMAIL PROTECTED] -----------------------------
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