Browsing Mathematics, Statistics, and Physics by Subject "Variogram"
Now showing items 1-12 of 12
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Hyperbolic vector random fields with hyperbolic direct and cross covariance functions
(Taylor & Francis, 2012-06-26)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 ... -
K-differenced vector random fields
(SIAM Publ., 2019)A thin-tailed vector random field, referred to as a K-differenced vector random field, is introduced. Its finite-dimensional densities are the differences of two Besse! functions of second order, whenever they exist, and ... -
Logistic vector random fields with logistic direct and cross covariances
(Elsevier B.V., 2015-06)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 ... -
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
(Springer Heidelberg, 2013-10)In terms of the two-parameter Mittag-Leffler function with specified parameters, this paper introduces the Mittag-Leffler vector random field through its finite-dimensional characteristic functions, which is essentially ... -
Multifractional vector Brownian motions, their decompositions, and generalizations
(Taylor & Francis Group, 2015-05-04)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, 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, ... -
Recent developments on the construction of spatio-temporal covariance models
(Springer-Verlag, 2008)This paper briefly surveys some recent advances on how to construct spatio-temporal covariance functions, with the emphasis on the methods which can be used to derive covariance functions but not on a summary list of ... -
The Schoenberg-Levy 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 spatio-temporal models
(Elsevier Inc., 2004-01)We propose a spatial autoregressive randomfield of order p on the spatial domain Rd for pX2 in this paper, whose univariate margins are the continuous-time autoregression of order p on the real line, and introduce a class ... -
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 ... -
The use of the variogram in construction of stationary time series models
(Applied Probability Trust, 2004-12)This paper studies a class of stationary covariance models, in both the discrete- and the continuous-time 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, 2007-03)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 ...