A scalar-valued infinitely divisible random field with Pólya autocorrelation

DOI10.1016/j.spl.2016.11.006zbMath1356.60081OpenAlexW2549086336MaRDI QIDQ504477

Eugene Seneta, Richard Finlay

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.006

zbMATH Keywords

random fieldsinfinite divisibilityPólya correlation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Stationary stochastic processes (60G10)

Related Items

Isotropic random fields with infinitely divisible marginal distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Operator scaling stable random fields
• Construction of non-Gaussian random fields with any given correlation structure
• VECTOR RANDOM FIELDS WITH LONG-RANGE DEPENDENCE
• Vector Random Fields with Second-Order Moments or Second-Order Increments
• Modelling Electricity Futures by Ambit Fields
• Spatial Process Simulation
• Multiparameter Processes
• Covariance Matrices for Second-Order Vector Random Fields in Space and Time
• Statistics for Spatial Data
• Autocorrelation Functions
• Simulation of Infinitely Divisible Random Fields