Journal
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK
Volume 74, Issue 3, Pages -Publisher
SPRINGER INT PUBL AG
DOI: 10.1007/s00033-023-02010-z
Keywords
Fractal dimension; Hurst parameter; Covariance functions; Positive definiteness
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A new parametric class of covariance functions that can be applied to wide-sense homogeneous and isotropic random fields on Euclidean spaces is introduced. This class exhibits uncoupled fractal and Hurst effects and is shown to include the Generalized Cauchy and Dagum models. Furthermore, product-based covariance models are developed using the new functions, along with parametric conditions to ensure the decoupling of fractal and Hurst effects.
A new parametric class of covariance functions of wide-sense homogeneous and isotropic random fields on Euclidean spaces is presented. While the new class possesses uncoupled fractal and Hurst effects, it is shown to encompass the Generalized Cauchy and Dagum models. On the basis of the new functions, product-based covariance models are developed, along with parametric conditions guaranteeing a decoupling of fractal and Hurst effects.
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