Gaussian semivariogram

ID: gaussian-semivariogram

For and nonnegative variances, admits covariance . The Gaussian kernel is positive definite because it is the Fourier transform of the density of a Gaussian distribution. Adding independent white noise supplies the nugget effect. Its scale is . For , its exact range of a semivariogram is infinite. If , it is a pure nugget effect with no nontrivial structured range.

New to topics? Read the docs here!