Spatial matérn fields driven by non-gaussian noise

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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 Matérn 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 for the model. This should be seen as a demonstration of how these techniques can be used, and generalizations to more general SPDEs are readily available. © 2013 Board of the Foundation of the Scandinavian Journal of Statistics.
Original languageEnglish (US)
Pages (from-to)557-579
Number of pages23
JournalScandinavian Journal of Statistics
Issue number3
StatePublished - Jan 1 2014
Externally publishedYes

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