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Convergence arguments to bridge cauchy and matérn covariance functions.
- Source :
- Statistical Papers; Apr2024, Vol. 65 Issue 2, p645-660, 16p
- Publication Year :
- 2024
-
Abstract
- The Matérn 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 Matérn 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 Matérn family, providing a somewhat surprising bridge between covariance models with light tails and covariance models that allow for long memory effect. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09325026
- Volume :
- 65
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Statistical Papers
- Publication Type :
- Academic Journal
- Accession number :
- 176220013
- Full Text :
- https://doi.org/10.1007/s00362-023-01400-9