Browsing MATH Research Publications by Subject "Variogram"
Now showing items 111 of 11

Hyperbolic vector random fields with hyperbolic direct and cross covariance functions
(Taylor & Francis, 20120626)This article introduces the hyperbolic vector random field whose finitedimensional distributions are the generalized hyperbolic one, which is formulated as a scale mixture of Gaussian random fields and is thus an elliptically ... 
Logistic vector random fields with logistic direct and cross covariances
(Elsevier B.V., 201506)The logistic vector random field is introduced in this paper as a scale mixture of Gaussian vector random fields, and is thus a particular elliptically contoured (spherically invariant) vector random field. Such a logistic ... 
MittagLeffler vector random fields with MittagLeffler direct and cross covariance functions
(Springer Heidelberg, 201310)In terms of the twoparameter MittagLeffler function with specified parameters, this paper introduces the MittagLeffler vector random field through its finitedimensional characteristic functions, which is essentially ... 
Multifractional vector Brownian motions, their decompositions, and generalizations
(Taylor & Francis Group, 20150504)This article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian ... 
Rational covariance functions for nonstationary random fields
(IEEE, 200802)This correspondence propose rationaltype covariance functions for nonstationary Gaussian stochastic processes or random fields, which are rational functions of given variograms, typically have long range dependence, ... 
Recent developments on the construction of spatiotemporal covariance models
(SpringerVerlag, 2008)This paper briefly surveys some recent advances on how to construct spatiotemporal covariance functions, with the emphasis on the methods which can be used to derive covariance functions but not on a summary list of ... 
The SchoenbergLevy kernel and relationships among fractional Brownian motion, bifractional Brownian motion, and others
(Society for Industrial and Applied Mathematics, 2013)Starting with a discussion about the relationship between the fractional Brownian motion and the bifractional Brownian motion on the real line, we find that a fractional Brownian motion can be decomposed as an independent ... 
Spatial autoregression and related spatiotemporal models
(Elsevier Inc., 200401)We propose a spatial autoregressive randomfield of order p on the spatial domain Rd for pX2 in this paper, whose univariate margins are the continuoustime autoregression of order p on the real line, and introduce a class ... 
Student's t vector random fields with powerlaw and loglaw decaying direct and cross covariances.
(Taylor & Francis, Inc, 20130101)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 finitedimensional distributions decay in powerlaw and have heavy tails. There ... 
The use of the variogram in construction of stationary time series models
(Applied Probability Trust, 200412)This paper studies a class of stationary covariance models, in both the discrete and the continuoustime domains, which possess a simple functional form γ(τ + τ0) + γ(τ  τ0)  2γ(τ), where τ0 is a fixed lag and γ(τ) is ... 
Why is isotropy so prevalent in spatial statistics?
(American Mathematical Society, 200703)There are many reasons for the popular use of the isotropic or geometrically anisotropic covariance function and variogram in spatial statistics. A less known reason demonstrated in this paper is that an isotropic or ...