D. Allard

activity

20182026

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2 papers · 1 filter

stat.CO2019

Simulating space-time random fields with nonseparable Gneiting-type covariance functions

Denis Allard, Xavier Emery, Céline Lacaux +1

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a c…

stat.CO2018

Fast and exact simulation of isotropic Gaussian random fields on $S^{2}$ and $S^{2} \times R$

Francisco Cuevas, Emilio Porcu, Denis Allard

We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian rando…

Simulating space-time random fields with nonseparable Gneiting-type covariance functions

Fast and exact simulation of isotropic Gaussian random fields on S2 and S2×R

Fast and exact simulation of isotropic Gaussian random fields on $S^{2}$ and $S^{2} \times R$