Unifying compactly supported and Matérn covariance functions in spatial statistics

Moreno Bevilacqua, Christian Caamaño-Carrillo and Emilio Porcu

Journal of Multivariate Analysis, 2022, vol. 189, issue C

Abstract: The Matérn family of covariance functions has played a central role in spatial statistics for decades, being a flexible parametric class with one parameter determining the smoothness of the paths of the underlying spatial field. This paper proposes a family of spatial covariance functions, which stems from a reparameterization of the generalized Wendland family. As for the Matérn case, the proposed family allows for a continuous parameterization of the smoothness of the underlying Gaussian random field, being additionally compactly supported.

Keywords: Gaussian random fields; Generalized wendland model; Fixed domain asymptotics; Sparse matrices (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.jmva.2022.104949

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