Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions

DOI10.1080/07362994.2012.684325zbMath1266.60067OpenAlexW2151845473MaRDI QIDQ2905359

Juan Du, Hong Shu, Nikolai N. Leonenko, Chunsheng 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

Gaussian random fieldVariogramConditionally negative definite matrixCovariance matrix functionElliptically contoured random fieldGeneralized hyperbolic distributionGeneralized inverse Gaussian distributionSpherically invariant random field

Mathematics Subject Classification ID

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

Related Items (16)

Peakedness and convex ordering for elliptically contoured random fields ⋮ Isotropic covariance matrix polynomials on spheres ⋮ Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions ⋮ Matérn class tensor-valued random fields and beyond ⋮ Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ The Schoenberg kernel and more flexible multivariate covariance models in Euclidean spaces ⋮ New validity conditions for the multivariate Matérn coregionalization model, with an application to exploration geochemistry ⋮ Multivariate transformed Gaussian processes ⋮ Spherical process models for global spatial statistics ⋮ K-distributed vector random fields in space and time ⋮ $K$-Differenced Vector Random Fields ⋮ Isotropic variogram matrix functions on spheres ⋮ Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances ⋮ Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations ⋮ Cross-covariance functions for multivariate geostatistics ⋮ Covariance Matrix Functions of Isotropic Vector Random Fields

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