메뉴 건너뛰기




Volumn 26, Issue 2, 2011, Pages 259-268

The Dagum and auxiliary covariance families: Towards reconciling two-parameter models that separate fractal dimension and the Hurst effect

Author keywords

Dagum family; Functional regression; Hausdorff dimension; Hurst index; Mean square Hlder exponent; Response surface; RKHS; Sobolev spaces; Statistical Volume Element; Thermoelasticity

Indexed keywords

DAGUM FAMILY; FUNCTIONAL REGRESSION; HAUSDORFF DIMENSION; HURST INDEX; MEAN-SQUARE; RESPONSE SURFACE; RKHS; SOBOLEV; STATISTICAL VOLUME ELEMENTS;

EID: 79952184614     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2010.08.002     Document Type: Article
Times cited : (13)

References (38)
  • 1
    • 0034336872 scopus 로고    scopus 로고
    • Power-law correlations, related models for long-range dependence and their simulation
    • DOI 10.1239/jap/1014843088
    • T. Gneiting Power-low correlations, related models for long-range dependence and their simulation Journal of Applied Probability 37 2000 1104 1109 (Pubitemid 33241076)
    • (2000) Journal of Applied Probability , vol.37 , Issue.4 , pp. 1104-1109
    • Gneiting, T.1
  • 2
    • 3142710385 scopus 로고    scopus 로고
    • Stochastic models that separate fractal dimension and the Hurst effect
    • T. Gneiting, and M. Schlather Stochastic models that separate fractal dimension and the Hurst effect SIAM Review 46 2004 269 282
    • (2004) SIAM Review , vol.46 , pp. 269-282
    • Gneiting, T.1    Schlather, M.2
  • 3
    • 62149130808 scopus 로고    scopus 로고
    • Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
    • SC Lim, and LP Teo Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure Stochastic Processes and their Applications 19 4 2009 1325 1356
    • (2009) Stochastic Processes and Their Applications , vol.19 , Issue.4 , pp. 1325-1356
    • Lim, S.C.1    Teo, L.P.2
  • 4
    • 67650889088 scopus 로고    scopus 로고
    • Generalized WhittleMatern random field as a model of correlated fluctuations
    • SC Lim, and LP Teo Generalized WhittleMatern random field as a model of correlated fluctuations Journal of Physics A: Mathematical and Theoretical 42 2009 105202
    • (2009) Journal of Physics A: Mathematical and Theoretical , vol.42 , pp. 105202
    • Lim, S.C.1    Teo, L.P.2
  • 5
    • 0036395220 scopus 로고    scopus 로고
    • Microstructural randomness versus representative volume element in thermomechanics
    • DOI 10.1115/1.1410366
    • M. Ostoja-Starzewski Microstructural randomness versus representative volume element in thermomechanics ASME Journal of Applied Mechanics 69 2002 25 35 (Pubitemid 35187176)
    • (2002) Journal of Applied Mechanics, Transactions ASME , vol.69 , Issue.1 , pp. 25-35
    • Ostoja-Starzewski, M.1
  • 9
    • 0015764255 scopus 로고
    • The intrinsic random functions and their applications
    • G. Matheron The intrinsic random functions and their applications Advances in Applied Probability 5 3 1973 439 468
    • (1973) Advances in Applied Probability , vol.5 , Issue.3 , pp. 439-468
    • Matheron, G.1
  • 10
    • 0021567060 scopus 로고
    • On the problem of permissible covariance and variogram models
    • G. Christakos On the problem of permissible covariance and variogram models Water Resources Research 20 2 1984 251 265
    • (1984) Water Resources Research , vol.20 , Issue.2 , pp. 251-265
    • Christakos, G.1
  • 13
    • 33750528220 scopus 로고    scopus 로고
    • Modelling spatio-temporal data: A new variogram and covariance structure proposal
    • DOI 10.1016/j.spl.2006.05.013, PII S0167715206001982
    • E. Porcu, J. Mateu, A. Zini, and R. Pini Modelling spatio-temporal data: a new variogram and covariance structure proposal Statistics & Probability Letters 77 1 2007 83 89 (Pubitemid 44660923)
    • (2007) Statistics and Probability Letters , vol.77 , Issue.1 , pp. 83-89
    • Porcu, E.1    Mateu, J.2    Zini, A.3    Pini, R.4
  • 14
    • 35349011043 scopus 로고    scopus 로고
    • A note on decoupling of local and global behaviours for the Dagum Random Field
    • DOI 10.1016/j.probengmech.2007.05.002, PII S0266892007000185
    • E. Porcu, J. Mateu, and O. Nicolis A note on decoupling of local and global behaviours for the Dagum random field Probabilistic Engineering Mechanics 22 4 2007 320 329 (Pubitemid 47615213)
    • (2007) Probabilistic Engineering Mechanics , vol.22 , Issue.4 , pp. 320-329
    • Mateu, J.1    Porcu, E.2    Nicolis, O.3
  • 15
    • 58149339859 scopus 로고    scopus 로고
    • The Dagum family of isotropic correlation functions
    • C. Berg, J. Mateu, and E. Porcu The Dagum family of isotropic correlation functions Bernoulli 14 4 2008 1134 1149
    • (2008) Bernoulli , vol.14 , Issue.4 , pp. 1134-1149
    • Berg, C.1    Mateu, J.2    Porcu, E.3
  • 16
    • 19744369661 scopus 로고    scopus 로고
    • Functional linear regression analysis for longitudinal data
    • DOI 10.1214/009053605000000660
    • F. Yao, H.-G. Müller, and J.-L. Wang Functional linear regression analysis for longitudinal data The Annals of Statistics 33 6 2005 2873 2903 (Pubitemid 43384879)
    • (2005) Annals of Statistics , vol.33 , Issue.6 , pp. 2873-2903
    • Yao, F.1    Muller, H.-G.2    Wang, J.-L.3
  • 17
    • 10844245456 scopus 로고    scopus 로고
    • A response surface method based on weighted regression for structural reliability analysis
    • I. Kaymaz, and C.A. McMahon A response surface method based on weighted regression for structural reliability analysis Probabilistic Engineering Mechanics 20 1 2005 11 17
    • (2005) Probabilistic Engineering Mechanics , vol.20 , Issue.1 , pp. 11-17
    • Kaymaz, I.1    McMahon, C.A.2
  • 18
    • 77955310719 scopus 로고    scopus 로고
    • An efficient response surface method using moving least squares approximation for structural reliability analysis
    • S-C Kang, H-M Koh, and JF Choo An efficient response surface method using moving least squares approximation for structural reliability analysis Probabilistic Engineering Mechanics 25 4 2010 365 371
    • (2010) Probabilistic Engineering Mechanics , vol.25 , Issue.4 , pp. 365-371
    • Kang, S.-C.1    Koh, H.-M.2    Choo, J.F.3
  • 24
    • 19244368267 scopus 로고    scopus 로고
    • Multiscale estimation of processes related to the fractional BlackScholes equation
    • R. Fernndez-Pascual, M.D. Ruiz-Medina, and J.M. Angulo Multiscale estimation of processes related to the fractional BlackScholes equation Computational Statistics 18 2003 4401 4415
    • (2003) Computational Statistics , vol.18 , pp. 4401-4415
    • Fernndez-Pascual, R.1    Ruiz-Medina, M.D.2    Angulo, J.M.3
  • 25
    • 13444257791 scopus 로고    scopus 로고
    • Wavelet-based functional reconstruction and extrapolation of fractional random fields
    • R. Fernndez-Pascual, M.D. Ruiz-Medina, and J.M. Angulo Wavelet-based functional reconstruction and extrapolation of fractional random fields Test 13 2004 417 444 (Pubitemid 40217249)
    • (2004) Test , vol.13 , Issue.2 , pp. 417-444
    • Fernandez-Pascual, R.1    Ruiz-Medina, M.D.2    Angulo, J.M.3
  • 26
    • 33646513036 scopus 로고    scopus 로고
    • Estimation of intrinsic processes affected by additive fractal noise
    • DOI 10.1016/j.jmva.2005.10.006, PII S0047259X0500182X
    • R. Fernndez-Pascual, M.D. Ruiz-Medina, and J.M. Angulo Estimation of intrinsic processes affected by additive fractal noise Journal of Multivariate Analysis 97 2006 1361 1381 (Pubitemid 43705670)
    • (2006) Journal of Multivariate Analysis , vol.97 , Issue.6 , pp. 1361-1381
    • Fernandez-Pascual, R.1    Ruiz-Medina, M.D.2    Angulo, J.M.3
  • 27
    • 0038706246 scopus 로고    scopus 로고
    • Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
    • DOI 10.1016/S0047-259X(02)00024-6
    • M.D. Ruiz-Medina, J.M. Angulo, and V.V. Anh Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields Journal of Multivariate Analysis 85 2003 192 216 (Pubitemid 36550023)
    • (2003) Journal of Multivariate Analysis , vol.85 , Issue.1 , pp. 192-216
    • Ruiz-Medina, M.D.1    Angulo, J.M.2    Anh, V.V.3
  • 28
    • 0037276242 scopus 로고    scopus 로고
    • Fractional generalized random fields on bounded domains
    • DOI 10.1081/SAP-120019295
    • M.D. Ruiz-Medina, J.M. Angulo, and V.V. Anh Fractional generalized random fields on bounded domains Stochastic Analysis and Applications 21 2003 465 492 (Pubitemid 36508072)
    • (2003) Stochastic Analysis and Applications , vol.21 , Issue.2 , pp. 465-492
    • Ruiz-Medina, M.D.1    Angulo, J.M.2    Anh, V.V.3
  • 31
    • 0001743201 scopus 로고
    • Metric spaces and completely monotone functions
    • I.J. Schoenberg Metric spaces and completely monotone functions The Annals of Mathematics 39 4 1938 811 841
    • (1938) The Annals of Mathematics , vol.39 , Issue.4 , pp. 811-841
    • Schoenberg, I.J.1
  • 32
    • 0012867818 scopus 로고
    • Completely monotonic functions of the form β α
    • D. Moak Completely monotonic functions of the form (1 + | x | ) β | x | α Rocky Mountain Journal of Mathematics 17 1987 719 725
    • (1987) Rocky Mountain Journal of Mathematics , vol.17 , pp. 719-725
    • Moak, D.1
  • 34
    • 0000413704 scopus 로고
    • On the performance of box-counting estimators of fractal dimension
    • P. Hall, and A. Wood On the performance of box-counting estimators of fractal dimension Biometrika 80 1993 246 252
    • (1993) Biometrika , vol.80 , pp. 246-252
    • Hall, P.1    Wood, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.