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  • 标题:Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem
  • 本地全文:下载
  • 作者:Nikolai N. Leonenko ; Murad S. Taqqu ; Gyorgy H. Terdik
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2018
  • 卷号:12
  • 期号:2
  • 页码:3114-3146
  • DOI:10.1214/18-EJS1473
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We consider the problem of estimating the covariance function of an isotropic Gaussian stochastic field on the unit sphere using a single observation at each point of the discretized sphere. The spatial estimator of the covariance function is expressed in a new form which provides, on one hand a way to derive the characteristic function of the estimator, and on the other hand a computationally efficient method to do so. We also describe a methodology for handling the presence of the cosmic variance which can impair the results. In simulation, we use the pixelization scheme HEALPix.
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