Abstract
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.
Original language | British English |
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Article number | 123 |
Journal | Zeitschrift fur Angewandte Mathematik und Physik |
Volume | 74 |
Issue number | 3 |
DOIs | |
State | Published - Jun 2023 |
Keywords
- Covariance functions
- Fractal dimension
- Hurst parameter
- Positive definiteness