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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.
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 (down) Conference
Notes WOS:000936708800003 Approved
Call Number UAI @ alexi.delcanto @ Serial 1753
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