New classes of spectral densities for lattice processes and random fields built from simple univariate margins
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Otros documentos de la autoría: Porcu, Emilio; Mateu, Jorge; Gregori, Pablo; Ostoja-Starzewski, Martin
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New classes of spectral densities for lattice processes and random fields built from simple univariate marginsFecha de publicación
2012-05Editor
Springer-VerlagISSN
1436-3240Cita bibliográfica
Porcu, E., Mateu, J., Gregori, P. et al. New classes of spectral densities for lattice processes and random fields built from simple univariate margins. Stochastic Environmental Research and Risk Assessment, 26, 4, p. 479-490Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
http://link.springer.com/article/10.1007/s00477-012-0572-2Versión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
Quasi arithmetic and Archimedean functionals are used to build new classes of spectral densities for processes defined on any d-dimensional lattice Zd and random fields defined on the d-dimensional Euclidean space Rd ... [+]
Quasi arithmetic and Archimedean functionals are used to build new classes of spectral densities for processes defined on any d-dimensional lattice Zd and random fields defined on the d-dimensional Euclidean space Rd , given simple margins. We discuss the mathematical features of the proposed constructions, and show rigorously as well as through examples, that these new classes of spectra generalize celebrated classes introduced in the literature. Additionally, we obtain permissible spectral densities as linear combinations of quasi arithmetic or Archimedean functionals, whose associated correlation functions may attain negative values or oscillate between positive and negative ones. We finally show that these new classes of spectral densities can be used for nonseparable processes that are not necessarily diagonally symmetric. [-]
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Stochastic Environmental Research and Risk Assessment, 26, 4, 2012Derechos de acceso
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