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A natural 4-parameter family of covariance functions for stationary Gaussian processes
Robert S. MacKay, Nicholas E. Phillips · 2018-10-18 · via math.ST updates on arXiv.org

A four-parameter family of covariance functions for stationary Gaussian processes is presented. We call it 2Dsys. It corresponds to the general solution of an autonomous second-order linear stochastic differential equation, thus arises naturally from modelling. It covers underdamped and overdamped systems, so it is proposed to use this family when one wishes to decide if a time-series corresponds to stochastically forced damped oscillations or a stochastically forced overdamped system.

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