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Author Faouzi, T.; Porcu, E.; Kondrashuk, I.; Bevilacqua, M.
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.
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Publisher Place of Publication Editor
Language Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition (up)
ISSN 0932-5026 ISBN Medium
Area Expedition Conference
Notes WOS:000936708800003 Approved
Call Number UAI @ alexi.delcanto @ Serial 1753
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