On the existence of some skew-normal stationary processes

MaRDI QIDQ5207083zbMATH OpenFDO

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

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)

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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
• scientific article; zbMATH DE number 2188568 (Why is no real title available?)
• 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
• The extended skew Gaussian process for regression
• A skew Gaussian process
• 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

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