Abstract
We consider Gaussian random fields on the product of spheres. We study the regularity and the Hölder continuity of such random fields via their covariance function. Moreover, we approximate the Gaussian random fields using truncations of the Karhunen-Loéve expansion and conduct simulation experiments to illustrate our approximation results. Using hourly wind speed and global space-time cloud cover datasets, we discuss mod-elling data in a Bayesian framework using Gaussian random fields over the product of spheres with covariance approximations through truncated series expansions.
Original language | British English |
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Pages (from-to) | 1394-1435 |
Number of pages | 42 |
Journal | Electronic Journal of Statistics |
Volume | 18 |
Issue number | 1 |
DOIs | |
State | Published - 2024 |
Keywords
- Approximation
- covariance kernel
- directional data
- Hölder continuity
- Karhunen-Loéve
- seasonal time series
- simulations
- Sobolev regularity