A class of non-Gaussian second order random fields

DOI10.1007/S10687-010-0119-1MaRDI QIDQ906604zbMATH OpenOpenAlexFDO

Authors Sofia Åberg, Krzysztof Podgórski

Publication date 22 January 2016

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-010-0119-1

zbMATH Keywords

covariance functionspectral densityLaplace distributionRice formulastationary second order processes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields (60G60) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Sample path properties (60G17)

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(14)

• Beyond the valley of the covariance function
• Gaussian random fields: with and without covariances
• Sample path asymmetries in non-Gaussian random processes
• A general framework for SPDE-based stationary random fields
• Spatial Matérn fields driven by non-Gaussian noise
• Dynamically evolving Gaussian spatial fields
• Modeling process asymmetries with Laplace moving average
• Spatial prediction in the presence of left-censoring
• The Matérn model: a journey through statistics, numerical analysis and machine learning
• Slepian noise approach for Gaussian and Laplace moving average processes
• Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields
• Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
• Random spectral measure for non Gaussian moving averages
• scientific article; zbMATH DE number 868155 (Why is no real title available?)

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