49 citations · 243 across the 39 of their papers we have counts for
4 papers · 2 filters
Estimating covariance functions of multivariate skew-Gaussian random fields on the sphere
Alfredo Alegría, Sandra Caro, Moreno Bevilacqua +2
This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is define…
The dimple problem related to space-time modeling under the Lagrangian framework
Alfredo Alegria, Emilio Porcu
Space-time covariance modeling under the Lagrangian framework has been especially popular to study atmospheric phenomena in the presence of transport effects, such as prevailing wi…
Estimation and Prediction using generalized Wendland Covariance Functions under fixed domain asymptotics
M. Bevilacqua, T. Faouzi, R. Furrer +1
We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Matérn…
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
Jean-Francois Coeurjolly, Emilio Porcu
This paper is concerned with the study of the embedding circulant matrix method to simulate stationary complex-valued Gaussian sequences. The method is, in particular, shown to be…