Multivariate operator-self-similar random fields
Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields with values in are constructed by utilizing homogeneous functions and stochastic integral representations.
Volume (Year): 121 (2011)
Issue (Month): 6 (June)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description|
|Order Information:|| Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Biermé, Hermine & Meerschaert, Mark M. & Scheffler, Hans-Peter, 2007. "Operator scaling stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 117(3), pages 312-332, March.
- Tatiyana V. Apanasovich & Marc G. Genton, 2010. "Cross-covariance functions for multivariate random fields based on latent dimensions," Biometrika, Biometrika Trust, vol. 97(1), pages 15-30.
- Biermé, Hermine & Lacaux, Céline, 2009. "Hölder regularity for operator scaling stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2222-2248, July.
- Gneiting, Tilmann & Kleiber, William & Schlather, Martin, 2010. "MatÃ©rn Cross-Covariance Functions for Multivariate Random Fields," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1167-1177.
- Maejima, Makoto & Mason, J. David, 1994. "Operator-self-similar stable processes," Stochastic Processes and their Applications, Elsevier, vol. 54(1), pages 139-163, November.
When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:121:y:2011:i:6:p:1178-1200. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.