Compactly Supported Correlation Functions

Tilmann Gneiting

Journal of Multivariate Analysis, 2002, vol. 83, issue 2, 493-508

Abstract: 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.

Keywords: fractal; dimension; isotropic; kriging; long-memory; dependence; powered; exponential; model; positive-definite; random; field; Whittle-Matern; class (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (21)

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