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A deep look into the Dagum family of isotropic covariance functions
Universidad del Bío-Bío, Chile.ORCID iD: 0000-0003-3497-050X
Universidad del Bio-Bio, Chile.ORCID iD: 0000-0001-9489-3134
Khalifa University at Abu Dhabi, United Arab Emirates..ORCID iD: 0000-0001-9934-4409
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
2022 (English)In: Journal of Applied Probability, ISSN 0021-9002, E-ISSN 1475-6072, Vol. 59, no 4, p. 1026-1041Article in journal (Refereed) Published
Abstract [en]

The Dagum family of isotropic covariance functions has two parameters that allow fordecoupling of the fractal dimension and the Hurst effect for Gaussian random fields thatare stationary and isotropic over Euclidean spaces. Sufficient conditions that allow forpositive definiteness in $R^d$ of the Dagum family have been proposed on the basis ofthe fact that the Dagum family allows for complete monotonicity under some parameter restrictions. The spectral properties of the Dagum family have been inspected to a verylimited extent only, and this paper gives insight into this direction. Specifically, we studyfinite and asymptotic properties of the isotropic spectral density (intended as the Hankeltransform) of the Dagum model. Also, we establish some closed-form expressions forthe Dagum spectral density in terms of the Fox–Wright functions. Finally, we provideasymptotic properties for such a class of spectral densities.

Place, publisher, year, edition, pages
Cambridge: Cambridge University Press, 2022. Vol. 59, no 4, p. 1026-1041
Keywords [en]
Hankel transforms, Mellin–Barnes transforms, spectral theory, positive-definite
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-59770DOI: 10.1017/jpr.2021.103ISI: 000841660300001Scopus ID: 2-s2.0-85142135252OAI: oai:DiVA.org:mdh-59770DiVA, id: diva2:1689111
Available from: 2022-08-22 Created: 2022-08-22 Last updated: 2023-04-12Bibliographically approved

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Publisher's full textScopushttps://www.cambridge.org/core/journals/journal-of-applied-probability/article/deep-look-into-the-dagum-family-of-isotropic-covariance-functions/155F2A83A963782A7792F108B18D9502#article

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Malyarenko, Anatoliy

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Faouzi, TarikKondrashuk, IgorPorcu, EmilioMalyarenko, Anatoliy
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