A parametric model bridging between bounded and unbounded variograms | Zendy

Schlather Martin | Zendy; Moreva Olga | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

A parametric model bridging between bounded and unbounded variograms

Author(s) -

Schlather Martin,

Moreva Olga

Publication year - 2017

Publication title -

stat

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.61

H-Index - 18

ISSN - 2049-1573

DOI - 10.1002/sta4.134

Subject(s) - variogram , mathematics , fractional brownian motion , bounded function , ergodic theory , parametric statistics , gaussian process , mixing (physics) , statistical physics , cauchy distribution , gaussian , mathematical analysis , brownian motion , statistics , kriging , physics , quantum mechanics

A simple variogram model with two parameters is presented that includes the power variogram for fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy model and the multiquadric model. One parameter controls the sample path roughness of the process. The other parameter allows for a smooth transition between bounded and unbounded variograms, that is, between stationary and intrinsically stationary processes in a Gaussian framework, or between mixing and non‐ergodic Brown–Resnick processes when modeling spatial extremes. Copyright © 2017 John Wiley & Sons, Ltd.

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research