Wu, Wei-Ying; Lim, Chae Young; Xiao, Yimin - In: Journal of Multivariate Analysis 116 (2013) C, pp. 74-91
Consider a stationary Gaussian random field on Rd with spectral density f(λ) that satisfies f(λ)∼c|λ|−θ as |λ|→∞. The parameters c and θ control the tail behavior of the spectral density. c is related to a microergodic parameter and θ is related to a fractal index. For data...