ℓ1-symmetric vector random fields
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DOI: 10.1016/j.spa.2018.07.012
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References listed on IDEAS
- Brockwell, Peter J. & Lindner, Alexander, 2009. "Existence and uniqueness of stationary Lévy-driven CARMA processes," Stochastic Processes and their Applications, Elsevier, vol. 119(8), pages 2660-2681, August.
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- Richard Finlay & Thomas Fung & Eugene Seneta, 2011. "Autocorrelation Functions," International Statistical Review, International Statistical Institute, vol. 79(2), pages 255-271, August.
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- Renxiang Wang & Juan Du & Chunsheng Ma, 2014. "Covariance Matrix Functions of Isotropic Vector Random Fields," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2081-2093, May.
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More about this item
Keywords
Covariance matrix function; Cross covariance; Direct covariance; ℓ1-norm; Elliptically contoured random field; Infinitely divisible; Lévy process; Pólya-type function;All these keywords.
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