A parametric variogram model bridging between stationary and intrinsically stationary processes
Year: 2014
Type: preprint
Abstract: A simple variogram model with two parameters is presented that includes the power variogram for the fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy model and the multiquadrics model. One parameter controls the smoothness of the process. The other parameter allows for a smooth parametrization between stationary and intrinsically stationary second order processes in a Gaussian framework, or between mixing and non-ergodic max-stable processes when modeling spatial extremes by a Brown-Resnick process.
Source: arXiv (Cornell University)
Author: Schlather, Martin
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1951675689