Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
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Publication:1016617
DOI10.1016/j.spa.2008.06.011zbMath1161.60314arXiv0807.0022MaRDI QIDQ1016617
Publication date: 6 May 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.0022
self-similarity; Lamperti transform; Gaussian field with generalized Cauchy covariance; Gaussian sheet with generalized Cauchy covariance; long/short range dependence