Fast generation of isotropic Gaussian random fields on the sphere
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DOI: 10.1515/mcma-2018-0001
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References listed on IDEAS
- Finn Lindgren & Håvard Rue & Johan Lindström, 2011. "An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(4), pages 423-498, September.
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More about this item
Keywords
Gaussian random fields; isotropic random fields; Gaussian Markov random fields; fast Fourier transform; efficient simulation; 60G60; 60G15; 35J08; 65T50;All these keywords.
JEL classification:
Statistics
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