Fast and exact simulation of univariate and bivariate Gaussian random fields

DOI10.1002/STA4.188MaRDI QIDQ6541460

M. Schlather, Olga Moreva

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

circulant embeddingmultivariate geostatisticsmatrix-valued covariance functioncompactly supported covariance functioncut-off embedding

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Cross-covariance functions for multivariate geostatistics
• Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
• The Fourier-series method for inverting transforms of probability distributions
• Vector random fields with compactly supported covariance matrix functions
• Criteria of Pólya type for radial positive definite functions
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Stochastic Models That Separate Fractal Dimension and the Hurst Effect
• A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components
• Matérn Cross-Covariance Functions for Multivariate Random Fields
• Multivariate spatial covariance models: a conditional approach

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