Browsing Mathematics, Statistics, and Physics by Subject "Long range dependence"
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Rational covariance functions for nonstationary random fields
(IEEE, 2008-02)This correspondence propose rational-type covariance functions for nonstationary Gaussian stochastic processes or random fields, which are rational functions of given variograms, typically have long range dependence, ... -
Student's t vector random fields with power-law and log-law decaying direct and cross covariances.
(Taylor & Francis, Inc, 2013-01-01)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 ...