This article introduces the hyperbolic vector random field whose finite-dimensional distributions are the generalized hyperbolic one, which is formulated as a scale mixture of Gaussian random fields and is thus an elliptically ...

This article deals with the Student's t vector random field, which is formulated as a scale mixture of Gaussian vector random fields, and whose finite-dimensional distributions decay in power-law and have heavy tails. There ...

The objective of this paper is to construct covariance matrix functions whose entries are compactly supported, and to use them as building blocks to formulate other covariance matrix functions for second-order vector ...