A deep look into the dagum family of isotropic covariance functions
From MaRDI portal
Publication:5049894
DOI10.1017/jpr.2021.103zbMath1498.60182arXiv2106.14353OpenAlexW3175753348WikidataQ113858293 ScholiaQ113858293MaRDI QIDQ5049894
Emilio Porcu, Tarik Faouzi, Anatoliy Malyarenko, I. N. Kondrashuk
Publication date: 14 November 2022
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.14353
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modelling spatio-temporal data: a new variogram and covariance structure proposal
- The Dagum family of isotropic correlation functions
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Interpolation of spatial data. Some theory for kriging
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- Bounds on the efficiency of linear predictions using an incorrect covariance function
- The screening effect in kriging
- Solution to Bethe-Salpeter equation via Mellin-Barnes transform
- Stein hypothesis and screening effect for covariances with compact support
- Zastavnyi operators and positive definite radial functions
- Bernoulli-Euler beams with random field properties under random field loads: fractal and Hurst effects
- Criteria of Pólya type for radial positive definite functions
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect
- Dimension walks and Schoenberg spectral measures
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
This page was built for publication: A deep look into the dagum family of isotropic covariance functions