Construction of non-Gaussian random fields with any given correlation structure
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 6408802
- Rational Covariance Functions for Nonstationary Random Fields
- scientific article; zbMATH DE number 17012
- Models of covariance functions of Gaussian random fields escaping from isotropy, stationarity and non negativity
- HIDA DISTRIBUTION CONSTRUCTION OF NON-GAUSSIAN REFLECTION POSITIVE GENERALIZED RANDOM FIELDS
Cites work
- scientific article; zbMATH DE number 4004880 (Why is no real title available?)
- scientific article; zbMATH DE number 1313649 (Why is no real title available?)
- scientific article; zbMATH DE number 796800 (Why is no real title available?)
- scientific article; zbMATH DE number 3215022 (Why is no real title available?)
- scientific article; zbMATH DE number 3259552 (Why is no real title available?)
- scientific article; zbMATH DE number 3088518 (Why is no real title available?)
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- Families of spatio-temporal stationary covariance models.
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Intrinsically Stationary Variograms in Space and Time
- Linear combinations of space-time covariance functions and variograms
- Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations
- Non-Gaussian scenarios for the heat equation with singular initial conditions
- On the theory of elliptically contoured distributions
- Spatio-temporal variograms and covariance models
- Spherical distributions: Schoenberg (1938) revisited
- Stationary Random Fields in Space and Time With Rational Spectral Densities
- Student processes
- THE USE OF THE HANKEL TRANSFORM IN STATISTICS
- The net charge process for interacting, signed diffusions
- Type \(G\) distributions on \({\mathbb R}^d\)
- Variograms for spatial max-stable random fields
Cited in
(18)- Student's \(t\) vector random fields with power-law and log-law decaying direct and cross covariances
- Vector Stochastic Processes with Pólya‐Type Correlation Structure
- Peakedness and convex ordering for elliptically contoured random fields
- Isotropic random fields with the von Kármán-Whittle type correlation structure
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
- Multivariate transformed Gaussian processes
- Necessary and sufficient conditions for the two-point phase probability function of two-phase random media
- Relationships between correlation lengths and integral scales for covariance models with more than two parameters
- Multifractional vector Brownian motions, their decompositions, and generalizations
- Autocorrelation functions
- A spatial skew-Gaussian process with a specified covariance function
- scientific article; zbMATH DE number 6408802 (Why is no real title available?)
- Isotropic random fields with infinitely divisible marginal distributions
- \(K\)-differenced vector random fields
- On the construction of stationary processes and random fields
- Vector random fields with second-order moments or second-order increments
- A scalar-valued infinitely divisible random field with Pólya autocorrelation
- HIDA DISTRIBUTION CONSTRUCTION OF NON-GAUSSIAN REFLECTION POSITIVE GENERALIZED RANDOM FIELDS
This page was built for publication: Construction of non-Gaussian random fields with any given correlation structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007456)