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

DOI10.1016/J.JSPI.2008.03.043zbMATH Open1157.60321OpenAlexW2090206927MaRDI QIDQ1007456FDOQ1007456

Authors: C. Ma 

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.043

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zbMATH Keywords

Gaussian random fieldcovariance functionvariogrampositive definiteelliptically contoured random fieldnegative definitesecond-order random field

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Gaussian processes (60G15) Random fields (60G60) General second-order stochastic processes (60G12) Positive definite functions in one variable harmonic analysis (42A82)

Cites Work

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Cited In (18)

• Autocorrelation functions
• A spatial skew-Gaussian process with a specified covariance function
• Vector random fields with second-order moments or second-order increments
• Student's \(t\) vector random fields with power-law and log-law decaying direct and cross covariances
• Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
• Relationships between correlation lengths and integral scales for covariance models with more than two parameters
• Multifractional vector Brownian motions, their decompositions, and generalizations
• Vector Stochastic Processes with Pólya‐Type Correlation Structure
• \(K\)-differenced vector random fields
• Peakedness and convex ordering for elliptically contoured random fields
• On the construction of stationary processes and random fields
• Isotropic random fields with infinitely divisible marginal distributions
• HIDA DISTRIBUTION CONSTRUCTION OF NON-GAUSSIAN REFLECTION POSITIVE GENERALIZED RANDOM FIELDS
• Title not available (Why is that?)
• Necessary and sufficient conditions for the two-point phase probability function of two-phase random media
• Isotropic random fields with the von Kármán-Whittle type correlation structure
• Multivariate transformed Gaussian processes
• A scalar-valued infinitely divisible random field with Pólya autocorrelation

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