toggle visibility Search & Display Options

Select All    Deselect All
 |   | 
  Record Links
Author (up) Faouzi, T.; Porcu, E.; Kondrashuk, I.; Bevilacqua, M. doi  openurl
  Title Convergence arguments to bridge cauchy and matern covariance functions Type
  Year 2023 Publication Statistical Papers Abbreviated Journal Stat. Pap.  
  Volume Early Access Issue Pages  
  Keywords Mellin-Barnes transforms; Positive definite; Spectral densities; Random field  
  Abstract The Matern and the Generalized Cauchy families of covariance functions have a prominent role in spatial statistics as well as in a wealth of statistical applications. The Matern family is crucial to index mean-square differentiability of the associated Gaussian random field; the Cauchy family is a decoupler of the fractal dimension and Hurst effect for Gaussian random fields that are not self-similar. Our effort is devoted to prove that a scale-dependent family of covariance functions, obtained as a reparameterization of the Generalized Cauchy family, converges to a particular case of the Matern family, providing a somewhat surprising bridge between covariance models with light tails and covariance models that allow for long memory effect.  
  Corporate Author Thesis  
  Publisher Place of Publication Editor  
  Language Summary Language Original Title  
  Series Editor Series Title Abbreviated Series Title  
  Series Volume Series Issue Edition  
  ISSN 0932-5026 ISBN Medium  
  Area Expedition Conference  
  Notes WOS:000936708800003 Approved  
  Call Number UAI @ alexi.delcanto @ Serial 1753  
Permanent link to this record
Select All    Deselect All
 |   | 

Save Citations:
Export Records: