A parametric variogram model bridging between stationary and intrinsically stationary processes

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.

References in corpus (2)

• Stationary max-stable fields associated to negative definite functions
• Some covariance models based on normal scale mixtures