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 functionLaplace distributionRice formulaspectral densitystationary second order processes

Mathematics Subject Classification ID

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

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Cited in

(15)

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

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