Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure

Stochastic Processes and their Applications

Volumn 119, Issue 4, 2009, Pages 1325-1356

  Lim, S C ^a   Teo, L P ^a  

^a MULTIMEDIA UNIVERSITY   (Malaysia)

Author keywords

Gaussian field with generalized Cauchy covariance; Gaussian sheet with generalized Cauchy covariance; Lamperti transform; Long short range dependence; Self similarity

Indexed keywords

DATA COMPRESSION; MATHEMATICAL TRANSFORMATIONS; TRELLIS CODES;

GAUSSIAN FIELD WITH GENERALIZED CAUCHY COVARIANCE; GAUSSIAN SHEET WITH GENERALIZED CAUCHY COVARIANCE; LAMPERTI TRANSFORM; LONG/SHORT RANGE DEPENDENCE; SELF-SIMILARITY;

GAUSSIAN DISTRIBUTION;

EID: 62149130808     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.06.011     Document Type: Article

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