Covariance Matrix Functions of Isotropic Vector Random Fields

DOI10.1080/03610926.2012.758744zbMath1306.60058OpenAlexW2018453182MaRDI QIDQ2876189

Renxiang Wang, Juan Du, Chunsheng Ma

Publication date: 18 August 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.758744

zbMATH Keywords

Gaussian random fieldcovariance matrix functionelliptically contoured random fieldspherically invariant random fieldspectral density matrix function

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

Related Items (7)

Matrix-valued isotropic covariance functions with local extrema ⋮ Isotropic random fields with infinitely divisible marginal distributions ⋮ \(\ell_1\)-symmetric vector random fields ⋮ Stochastic representations of isotropic vector random fields on spheres ⋮ Conditionally positive definite matrix valued kernels on Euclidean spaces ⋮ Isotropic covariance matrix functions on compact two-point homogeneous spaces ⋮ Series representations and simulations of isotropic random fields in the Euclidean space

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