Multivariate operator-self-similar random fields
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References listed on IDEAS
- 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.
- 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 & 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.
- 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.
- Maejima, Makoto & Mason, J. David, 1994. "Operator-self-similar stable processes," Stochastic Processes and their Applications, Elsevier, vol. 54(1), pages 139-163, November.
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- repec:eee:spapps:v:128:y:2018:i:2:p:426-444 is not listed on IDEAS
- repec:eee:spapps:v:128:y:2018:i:1:p:39-78 is not listed on IDEAS
- Li, Yuqiang, 2011. "Fluctuation limits of site-dependent branching systems in critical and large dimensions," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1604-1611, November.
More about this item
KeywordsRandom fields Operator-self-similarity Anisotropy Gaussian random fields Stable random fields Stochastic integral representation;
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