Climacogram versus autocovariance and power spectrum in stochasticn modelling for Markovian and Hurst-Kolmogorov processes

摘要

Three common stochastic tools, the climacogram i.e. variance of the time averaged process over averaging time scale, the autocovariance function and the power spectrum are compared to each other to assess each one's advantages and disadvantages in stochastic modelling and statistical inference. Although in theory, all three are equivalent to each other (transformations one another expressing second order stochastic properties), in practical application their ability to characterize a geophysical