A parametric variogram model bridging between stationary and intrinsically stationary processes
Methodology
2014-12-08 v1
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.
Cite
@article{arxiv.1412.1914,
title = {A parametric variogram model bridging between stationary and intrinsically stationary processes},
author = {Martin Schlather},
journal= {arXiv preprint arXiv:1412.1914},
year = {2014}
}