Title of article
Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
Author/Authors
Lim، نويسنده , , S.C. and Teo، نويسنده , , L.P.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
32
From page
1325
To page
1356
Abstract
Two types of Gaussian processes, namely the Gaussian field with generalized Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy covariance (GSGCC) are considered. Some of the basic properties and the asymptotic properties of the spectral densities of these random fields are studied. The associated self-similar random fields obtained by applying the Lamperti transformation to GFGCC and GSGCC are studied.
Keywords
Gaussian sheet with generalized Cauchy covariance , self-similarity , Long/short range dependence , Lamperti transform , Gaussian field with generalized Cauchy covariance
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578107
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