IDEAS home Printed from https://ideas.repec.org/a/wly/envmet/v34y2023i3ne2779.html
   My bibliography  Save this article

Families of complex‐valued covariance models through integration

Author

Listed:
  • Sandra De Iaco

Abstract

In geostatistics, the theory of complex‐valued random fields is often used to provide an appropriate characterization of vector data with two components. In this context, constructing new classes of complex covariance models to be used in structural analysis and, then for stochastic interpolation or simulation, represents a focus of particular interest in the scientific community and in many areas of applied sciences, such as in electrical engineering, oceanography, or meteorology. In this article, after a review of the theoretical background of a random field in a complex domain, the construction of new classes of complex‐valued covariance models is proposed. In particular, the complex‐valued covariance models obtained by the convolution of the real component are generalized and wide new classes of models are generated through integration. These families include even non‐integrable real and imaginary components of the resulting complex covariance models. It is also illustrated how to fit the real and imaginary components of the complex models together with the density function used in the integration. The procedure is clarified through a case study with oceanographic data.

Suggested Citation

  • Sandra De Iaco, 2023. "Families of complex‐valued covariance models through integration," Environmetrics, John Wiley & Sons, Ltd., vol. 34(3), May.
  • Handle: RePEc:wly:envmet:v:34:y:2023:i:3:n:e2779
    DOI: 10.1002/env.2779
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/env.2779
    Download Restriction: no

    File URL: https://libkey.io/10.1002/env.2779?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Moreno Bevilacqua & Christian Caamaño‐Carrillo & Carlo Gaetan, 2020. "On modeling positive continuous data with spatiotemporal dependence," Environmetrics, John Wiley & Sons, Ltd., vol. 31(7), November.
    2. de Iaco, Sandra, 2017. "The cgeostat Software for Analyzing Complex-Valued Random Fields," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i05).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. De Iaco, S., 2023. "Spatio-temporal generalized complex covariance models based on convolution," Computational Statistics & Data Analysis, Elsevier, vol. 183(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Christian Caamaño-Carrillo & Javier E. Contreras-Reyes, 2022. "A Generalization of the Bivariate Gamma Distribution Based on Generalized Hypergeometric Functions," Mathematics, MDPI, vol. 10(9), pages 1-17, May.
    2. Caamaño-Carrillo, Christian & Bevilacqua, Moreno & López, Cristian & Morales-Oñate, Víctor, 2024. "Nearest neighbors weighted composite likelihood based on pairs for (non-)Gaussian massive spatial data with an application to Tukey-hh random fields estimation," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
    3. Moreno Bevilacqua & Christian Caamaño-Carrillo & Reinaldo B. Arellano-Valle & Camilo Gómez, 2022. "A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 644-674, September.
    4. De Iaco, S., 2023. "Spatio-temporal generalized complex covariance models based on convolution," Computational Statistics & Data Analysis, Elsevier, vol. 183(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:envmet:v:34:y:2023:i:3:n:e2779. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/1180-4009/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.