Search Results - subject:"Covariance matrix function"

Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions

Ma, Chunsheng - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 941-958

-order moments, a Mittag-Leffler vector random field is characterized by its mean function and its covariance matrix function, just …

Persistent link: https://www.econbiz.de/10010848634

K-distributed vector random fields in space and time

Ma, Chunsheng - In: Statistics & Probability Letters 83 (2013) 4, pp. 1143-1150

This paper introduces two types of second-order vector random fields or stochastic processes whose marginals are K-distributed, through certain mixture procedures. The first type is formulated as an independent product of a Gamma random variable and a χ2 vector random field, with an arbitrary...

Persistent link: https://www.econbiz.de/10011040072

Seasonal Space–Time Models for Climate Systems

Niu, Xu-Feng; McKeague, Ian; Elsner, James - In: Statistical Inference for Stochastic Processes 6 (2003) 2, pp. 111-133

Persistent link: https://www.econbiz.de/10005169115