Compactly Supported Correlation Functions

This article proposes compactly supported correlation functions, which parameterize the smoothness of the associated stationary and isotropic random field. The constructions are straightforward, and compact support is relevant for various ends: computationally efficient spatial prediction, fast and exact simulation, and appeal among practicioners.

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Year of publication:	2002
Authors:	Gneiting, Tilmann
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 83.2002, 2, p. 493-508
Publisher:	Elsevier
Keywords:	fractal dimension isotropic kriging long-memory dependence powered exponential model positive-definite random field Whittle-Matern class

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199716