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seminarios:martin2018 [2018/11/26 20:41] (atual) paulojus criada |
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| + | **Some Generalizations of Gneiting's Univariate and Bivariate Models** | ||
| + | |||
| + | Prof. Dr. Martin Schlather | ||
| + | Institut für Mathematik | ||
| + | Universität Mannheim | ||
| + | (joint work with Olga Moreva & NIklas Hansen) | ||
| + | |||
| + | Gaussian random fields are completely characterized by their mean and | ||
| + | their covariance function. In applications suitable classes | ||
| + | of parametrized covariance functions are needed. Whilst in the | ||
| + | univariate case a large number of classes is available, not that many | ||
| + | classes exist in the multivariate case. In this talk we mainly focus | ||
| + | on bivariate covariance functios that are generalizations or | ||
| + | modifications of models that have been suggested by Tilmann Gneiting. | ||
| + | In particular, the univariate cutoff embedding technique is transferred | ||
| + | to the | ||
| + | bivariate case. On that way, the results for the univariate case had | ||
| + | to improved. As examples for the bivariate cutoff technique, we consider | ||
| + | Gneiting's bivariate Matern model and modifications thereof. | ||
| + | Finally, we show that Gneiting's generalized Cauchy model can be | ||
| + | combined with the fractional Browian motion to get a parametric model | ||
| + | that covers both the stationary and the intrinsically stationary case. | ||
| + | |||