Parsimonious Compactly Supported Covariance Models in the Gauss Hypergeometric Class: Identifiability, Reparameterizations, and Asymptotic Properties

Moreno Bevilacqua, Christian Caamaño-Carrillo, Tarik Faouzi +1

We study covariance functions in the Gauss hypergeometric ($\mathcal{GH}$) class, a flexible family that encompasses the Generalized Wendland ($\mathcal{G}\mathcal{W}$) and Matérn ($\mathcal…