2014/12/05 by Martin Schlather, Schlather, Martin
Mathematics · #60G60 #60G70 #62M30 #FOS: Computer and information sciences #Methodology (stat.ME) #msc:60G60 #msc:60G70 #msc:62M30 #stat.ME
paper · pdf · doi:10.48550/arxiv.1412.1914
arxiv created 2014/12/05 · arxiv updated 2014/12/08
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.