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A spatial covariance model with a single wave effect and a finite range

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  • Bellier, Edwige
  • Monestiez, Pascal

Abstract

We propose a new spatial covariance model with a single wave effect and a finite range. The construction of this model is based on a radial kernel composed of two concentric spheres and the finite range enables us to obtain an exact simulation from the circulant embedding method. This model responds to the lack of efficient covariance functions to model patterns characterized by concentration areas surrounded by gaps. We compare the single wave model to other existing hole effect models such as the Bessel model, the damped cosine model and the cardinal sine model.

Suggested Citation

  • Bellier, Edwige & Monestiez, Pascal, 2010. "A spatial covariance model with a single wave effect and a finite range," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1343-1347, September.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:17-18:p:1343-1347
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    Cited by:

    1. Alegría, Alfredo & Emery, Xavier, 2024. "Matrix-valued isotropic covariance functions with local extrema," Journal of Multivariate Analysis, Elsevier, vol. 200(C).

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