A scalar-valued infinitely divisible random field with Pólya autocorrelation

DOI10.1016/J.SPL.2016.11.006MaRDI QIDQ504477zbMATHOpenAlexFDO

Authors Richard Finlay, Eugene Seneta

Publication date 16 January 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.11.006

zbMATH Keywords

infinite divisibilityrandom fieldsPólya correlation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Stationary stochastic processes (60G10)

Recommendations

• scientific article; zbMATH DE number 6408802
• Isotropic random fields with infinitely divisible marginal distributions
• Simulation of infinitely divisible random fields
• A class of stationary random fields with a simple correlation structure
• Autocorrelation functions

Cites work

• scientific article; zbMATH DE number 6408802 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3058276 (Why is no real title available?)
• Autocorrelation functions
• Construction of non-Gaussian random fields with any given correlation structure
• Covariance Matrices for Second-Order Vector Random Fields in Space and Time
• Modelling electricity futures by ambit fields
• Multiparameter Processes
• Operator scaling stable random fields
• Simulation of infinitely divisible random fields
• Spatial Process Simulation
• Statistics for spatial data
• Vector random fields with long-range dependence
• Vector random fields with second-order moments or second-order increments

Cited in

(3)

• Autocorrelation functions
• scientific article; zbMATH DE number 6408802 (Why is no real title available?)
• Isotropic random fields with infinitely divisible marginal distributions

This page was built for publication: A scalar-valued infinitely divisible random field with Pólya autocorrelation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q504477)