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arxiv: 1412.1914 · v1 · pith:BAJGRTXMnew · submitted 2014-12-05 · 📊 stat.ME

A parametric variogram model bridging between stationary and intrinsically stationary processes

classification 📊 stat.ME
keywords modelstationaryprocessesvariogramintrinsicallyparameterprocessallows
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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.

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