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)
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- 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.
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- 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.
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