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Unifying compactly supported and Matérn covariance functions in spatial statistics

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  • Bevilacqua, Moreno
  • Caamaño-Carrillo, Christian
  • Porcu, Emilio

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.

Suggested Citation

  • Bevilacqua, Moreno & Caamaño-Carrillo, Christian & Porcu, Emilio, 2022. "Unifying compactly supported and Matérn covariance functions in spatial statistics," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    • Handle: RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x22000033
    DOI: 10.1016/j.jmva.2022.104949
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    References listed on IDEAS

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