Hyperbolic vector random fields with hyperbolic direct and cross covariance functions

DOI10.1080/07362994.2012.684325MaRDI QIDQ2905359zbMATH OpenOpenAlexFDO

Authors J. Du, Hong Shu, Nikolai N. Leonenko, C. Ma

Publication date 27 August 2012

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2012.684325

zbMATH Keywords

Conditionally negative definite matrixCovariance matrix functionElliptically contoured random fieldGaussian random fieldGeneralized hyperbolic distributionGeneralized inverse Gaussian distributionSpherically invariant random fieldVariogram

Mathematics Subject Classification ID

Positive definite functions in one variable harmonic analysis (42A82) General second-order stochastic processes (60G12) Gaussian processes (60G15) Random fields (60G60)

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Cites work

• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Covariance Matrices for Second-Order Vector Random Fields in Space and Time
• scientific article; zbMATH DE number 1033392 (Why is no real title available?)
• scientific article; zbMATH DE number 3256511 (Why is no real title available?)
• Hyperbolic distributions in finance
• Isotropic random fields with the von Kármán-Whittle type correlation structure
• Matérn cross-covariance functions for multivariate random fields
• Metric spaces and completely monontone functions
• Models for non-Gaussian variation, with applications to turbulence
• Non-Gaussian scenarios for the heat equation with singular initial conditions
• Normal Variance-Mean Mixtures and z Distributions
• On the theory of stationary random processes
• Semiparametric spatio-temporal covariance models with the ARMA temporal margin
• Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
• Spherically Invariant Random Processes: Theory and Applications
• Spherically Invariant Vector Random Fields in Space and Time
• Statistics for spatial data
• Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
• Student processes
• The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
• Vector random fields with long-range dependence
• Vector random fields with second-order moments or second-order increments

Cited in

(26)

• Peakedness and convex ordering for elliptically contoured random fields
• Matérn class tensor-valued random fields and beyond
• Spherical process models for global spatial statistics
• Vector random fields with compactly supported covariance matrix functions
• K-distributed vector random fields in space and time
• \(\ell_1\)-symmetric vector random fields
• Multivariate transformed Gaussian processes
• Hyperbolic cosine ratio and hyperbolic sine ratio random fields
• Logistic vector random fields with logistic direct and cross covariances
• Cross-covariance functions for multivariate geostatistics
• New validity conditions for the multivariate Matérn coregionalization model, with an application to exploration geochemistry
• Covariance matrix functions of isotropic vector random fields
• Vector random fields with second-order moments or second-order increments
• Isotropic covariance matrix polynomials on spheres
• Elliptically contoured random fields in space and time
• Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
• K-differenced vector random fields
• Student's t vector random fields with power-law and log-law decaying direct and cross covariances
• Isotropic variogram matrix functions on spheres
• Multifractional vector Brownian motions, their decompositions, and generalizations
• Characterization theorems for some classes of covariance functions associated to vector valued random fields
• Stochastic analysis for vector-valued generalized grey Brownian motion
• The Schoenberg kernel and more flexible multivariate covariance models in Euclidean spaces
• Vector random fields on the probability simplex with metric-dependent covariance matrix functions
• Multivariate random fields evolving temporally over hyperbolic spaces
• Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities

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