RANDOM FIELDS WITH POLYA CORRELATION STRUCTURE

被引：0

作者：

Finlay, Richard ^{[1
]}

Seneta, Eugene ^{[1
]}

机构：

[1] Univ Sydney, Sch Math & Stat F07, Sydney, NSW 2006, Australia

来源：

JOURNAL OF APPLIED PROBABILITY | 2014年 / 51卷 / 04期

关键词：

Random field; infinitely divisible distribution; Polya autocorrelation; VECTOR RANDOM-FIELDS; COVARIANCE;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We construct random fields with Polya-type autocorrelation function and dampened Polya cross-correlation function. The marginal distribution of the random fields may be taken as any infinitely divisible distribution with finite variance, and the random fields are fully characterized in terms of their joint characteristic function. This makes available a new class of non-Gaussian random fields with flexible correlation structure for use in modeling and estimation.

引用

页码：1037 / 1050

页数：14

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