On Simulation of Manifold Indexed Fractional Gaussian Fields

Alexandre Brouste, Jacques Istas and Sophie Lambert-Lacroix

Journal of Statistical Software, 2010, vol. 036, issue i04

Abstract: To simulate fractional Brownian motion indexed by a manifold poses serious numerical problems: storage, computing time and choice of an appropriate grid. We propose an effective and fast method, valid not only for fractional Brownian fields indexed by a manifold, but for any Gaussian fields indexed by a manifold. The performance of our method is illustrated with different manifolds (sphere, hyperboloid).

Date: 2010-08-05
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/view/v036i04/v36i04.pdf
https://www.jstatsoft.org/index.php/jss/article/do ... ieldSim_3.1.3.tar.gz
https://www.jstatsoft.org/index.php/jss/article/do ... ile/v036i04/v36i04.R

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:036:i04

DOI: 10.18637/jss.v036.i04

Access Statistics for this article

Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis

More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().