• Corpus ID: 88518751

Spatial Mat\'ern fields driven by non-Gaussian noise

@article{Bolin2012SpatialMF,
  title={Spatial Mat\'ern fields driven by non-Gaussian noise},
  author={David Bolin},
  journal={arXiv: Methodology},
  year={2012}
}
  • D. Bolin
  • Published 4 June 2012
  • Computer Science
  • arXiv: Methodology
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is on non-Gaussian random fields with Mat\'ern covariance functions, and in particular we show how the SPDE formulation of a Laplace moving average model can be used to obtain an efficient simulation method as well as an accurate parameter estimation technique… 

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