Vector random fields on the probability simplex with metric-dependent covariance matrix functions

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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Excursion probability of Gaussian random fields on sphere
Isotropic covariance matrix functions on compact two-point homogeneous spaces
Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
Multivariate splines: a probabilistic perspective
Some parametric models on the simplex
Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
The geometry of asymptotic inference. With comments and a rejoinder by the author
Strong local nondeterminism of spherical fractional Brownian motion
Time varying isotropic vector random fields on spheres
\(\ell_1\)-symmetric vector random fields
Isotropic covariance functions on graphs and their edges
Series representations of isotropic vector random fields on balls
Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)
Time-varying isotropic vector random fields on compact two-point homogeneous spaces
Nonexistence of fractional Brownian fields indexed by cylinders
Karhunen-Loève expansion of spherical fractional Brownian motions
Bifractional Brownian motion: existence and border cases
Invariant Random Fields on Spaces with a Group Action
Vector Random Fields with Second-Order Moments or Second-Order Increments
The Poisson-Dirichlet Distribution and Related Topics
Gaussian processes on compact symmetric spaces
Covariance Matrices for Second-Order Vector Random Fields in Space and Time
Approximation Theory and Harmonic Analysis on Spheres and Balls
LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres