Construction of non-Gaussian random fields with any given correlation structure
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(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
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