Multivariate type G Matérn stochastic partial differential equation random fields

@article{Bolin2019MultivariateTG,
  title={Multivariate type G Mat{\'e}rn stochastic partial differential equation random fields},
  author={D. Bolin and J. Wallin},
  journal={Journal of The Royal Statistical Society Series B-statistical Methodology},
  year={2019},
  volume={82},
  pages={215-239}
}
  • D. Bolin, J. Wallin
  • Published 2019
  • Mathematics
  • Journal of The Royal Statistical Society Series B-statistical Methodology
  • For many applications with multivariate data, random-field models capturing departures from Gaussianity within realizations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of stochastic partial differential equations with additive type G noise whose marginal covariance functions are of Matern type. We consider four increasingly flexible constructions of the noise, where the first two are similar to existing copula-based models. In… CONTINUE READING
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