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

DOI10.1016/j.jspi.2008.03.043zbMath1157.60321OpenAlexW2090206927MaRDI QIDQ1007456

Chunsheng 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

zbMATH Keywords

covariance functionvariogramGaussian random fieldpositive definiteelliptically contoured random fieldsecond-order random fieldnegative definite

Mathematics Subject Classification ID

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

Related Items (14)

Vector Random Fields with Second-Order Moments or Second-Order Increments ⋮ Autocorrelation Functions ⋮ Peakedness and convex ordering for elliptically contoured random fields ⋮ Vector Stochastic Processes with Pólya‐Type Correlation Structure ⋮ Multivariate transformed Gaussian processes ⋮ $K$-Differenced Vector Random Fields ⋮ Isotropic random fields with infinitely divisible marginal distributions ⋮ A scalar-valued infinitely divisible random field with Pólya autocorrelation ⋮ Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances ⋮ Isotropic Random Fields with the Von Kármán–Whittle Type Correlation Structure ⋮ Relationships between correlation lengths and integral scales for covariance models with more than two parameters ⋮ Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations ⋮ A spatial skew-Gaussian process with a specified covariance function ⋮ Unnamed Item

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