A parametric variogram model bridging between stationary and intrinsically stationary processes
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- December 2014
- arXiv:
- arXiv:1412.1914
- Bibcode:
- 2014arXiv1412.1914S
- Keywords:
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- Statistics - Methodology;
- 60G60;
- 60G70;
- 62M30