Publicación:
CONVERGENCE ARGUMENTS TO BRIDGE CAUCHY AND MATÉRN COVARIANCE FUNCTIONS

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dc.creatorTARIK FAOUZI
dc.date2023
dc.date.accessioned2025-01-10T15:36:40Z
dc.date.available2025-01-10T15:36:40Z
dc.date.issued2023
dc.description.abstractTHE 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.
dc.formatapplication/pdf
dc.identifier.doi10.1007/s00362-023-01400-9
dc.identifier.issn1613-9798
dc.identifier.issn0932-5026
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/12828
dc.languagespa
dc.publisherSTATISTICAL PAPERS
dc.relation.uri10.1007/s00362-023-01400-9
dc.rightsPUBLICADA
dc.subjectSpectral densities
dc.subjectRandom field
dc.subjectPositive definite
dc.subjectMellin?Barnes transforms
dc.titleCONVERGENCE ARGUMENTS TO BRIDGE CAUCHY AND MATÉRN COVARIANCE FUNCTIONS
dc.typeARTÍCULO
dspace.entity.typePublication
oaire.fundingReferenceUBB- UNIVERSIDAD DEL BÍO-BÍO
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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