On the existence of some skew-normal stationary processes

zbMATH Open1449.62205MaRDI QIDQ5207083FDOQ5207083

Authors: Marco Minozzo, Laura Ferracuti 

Publication date: 6 January 2020

Full work available at URL: http://chjs.mat.utfsm.cl/volumes/03/02/Minozzo_Ferracuti(2012).pdf#vol3-number2-2012

Recommendations

• A skew Gaussian process
• scientific article; zbMATH DE number 2188568
• scientific article; zbMATH DE number 5356223
• Models for extremal dependence derived from skew-symmetric families
• Skew Cauchy distribution and process

zbMATH Keywords

geostatisticsspatial processstationary processautocorrelation functiongeneralized linear mixed modelmultivariate skew-normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Geostatistics (86A32) Stationary stochastic processes (60G10)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• Model-Based Geostatistics
• Model-based geostatistics.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Skew-normal Distribution and Related Multivariate Families*
• A class of multivariate skew-normal models
• On the Unification of Families of Skew-normal Distributions
• The multivariate skew-normal distribution
• Definition and probabilistic properties of skew-distributions.
• Additive properties of skew normal random vectors
• A Bayesian prediction using the skew Gaussian distribution.
• A New Spatial Skew-Normal Random Field Model
• Approximate Bayesian inference in spatial GLMM with skew normal latent variables
• Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors
• Modeling skewness in spatial data analyis without data transformation
• Title not available (Why is that?)

Cited In (14)

• Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
• Neyman-Scott process with skew-normal clusters
• A generalized skewness statistic for stationary ergodic martingale differences
• A spatial skew-Gaussian process with a specified covariance function
• Title not available (Why is that?)
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• On the existence of some skew-Gaussian random field models
• A unified skew-normal geostatistical factor model
• Time series models based on the unrestricted skew-normal process
• A skew Gaussian process
• The extended skew Gaussian process for regression
• Bayesian spatial inversion and conjugate selection Gaussian prior models
• GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation
• Comparative study and sensitivity analysis of skewed spatial processes

Uses Software

• sn

This page was built for publication: On the existence of some skew-normal stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5207083)