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

Probabilistic Engineering Mechanics - Tập 26 - Trang 259-268 - 2011
Maria Dolores Ruiz-Medina1, Emilio Porcu2, Rosaura Fernandez-Pascual3
1University of Granada, Department of Statistics and Operations Research, Faculty of Sciences, Campus Fuente Nueva s/n, 18071 Granada, Spain
2Universitat George-August Goettingen, Institut fur Matematische Stokastik, Golschmidtstrasse, 7, D-37077 Goettingen, Germany
3Departamento de Estadística e Investigación Operativa, Universidad de Jaén, Campus Las Lagunillas, s.n., E-23071 Jaén, Spain

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