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Compactly Supported Correlation Functions

✍ Scribed by Tilmann Gneiting

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 155 KB
Volume: 83
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2056

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✦ Synopsis

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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