A general framework for SPDE-based stationary random fields

DOI10.3150/20-BEJ1317MaRDI QIDQ2073200

Nicolas Desassis, Ricardo Carrizo Vergara, Denis Allard

Publication date: 1 February 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.04999

zbMATH Keywords

evolution equationspectral measuresymbol functiongeneralized random fieldsMatérn modelspace-time geostatisticsSPDE approach

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Geophysics (86Axx)

Related Items (3)

The random Weierstrass zeta function. I: Existence, uniqueness, fluctuations ⋮ Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems ⋮ Unifying compactly supported and Matérn covariance functions in spatial statistics

Uses Software

• Stem

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