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December 2014 Random fields with Pólya correlation structure
Richard Finlay, Eugene Seneta
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J. Appl. Probab. 51(4): 1037-1050 (December 2014).

Abstract

We construct random fields with Pólya-type autocorrelation function and dampened Pólya 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.

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Richard Finlay. Eugene Seneta. "Random fields with Pólya correlation structure." J. Appl. Probab. 51 (4) 1037 - 1050, December 2014.

Information

Published: December 2014
First available in Project Euclid: 20 January 2015

zbMATH: 1308.60066
MathSciNet: MR3301287

Subjects:
Primary: 60G60
Secondary: 60E07, 60G10

Rights: Copyright © 2014 Applied Probability Trust

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Vol.51 • No. 4 • December 2014
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