This paper proposes a novel family of geostatistical models to account for features that cannot be properly accommodated by traditional Gaussian processes. The family is specified hierarchically and combines the infinite-dimensional dynamics of Gaussian processes with that of any multivariate continuous distribution. This combination is stochastically defined through a latent Poisson process and the new family is called the Poisson-Gaussian Mixture Process - POGAMP. Whilst the attempt of defining geostatistical processes by assigning some arbitrary continuous distribution to be the finite-dimension distributions usually leads to non-valid processes, the finite-dimensional distributions of the POGAMP can be arbitrarily close to any continuous distribution and still define a valid process. Formal results to establish the existence and some important properties of the POGAMP, such as absolute continuity with respect to a Gaussian process measure, are provided. Also, an MCMC algorithm is carefully devised to perform Bayesian inference when the POGAMP is discretely observed in some space domain.
