Nonstationary covariance models for global data

dc.creatorJun, Mikyoung
dc.creatorStein, Michael L.
dc.date2009-01-26
dc.date.accessioned2026-07-07T12:34:31Z
dc.date.available2026-07-07T12:34:31Z
dc.descriptionWith the widespread availability of satellite-based instruments, many geophysical processes are measured on a global scale and they often show strong nonstationarity in the covariance structure. In this paper we present a flexible class of parametric covariance models that can capture the nonstationarity in global data, especially strong dependency of covariance structure on latitudes. We apply the Discrete Fourier Transform to data on regular grids, which enables us to calculate the exact likelihood for large data sets. Our covariance model is applied to global total column ozone level data on a given day. We discuss how our covariance model compares with some existing models.
dc.descriptionPublished in at http://dx.doi.org/10.1214/08-AOAS183 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0901.3980
dc.identifierhttp://arxiv.org/abs/0901.3980
dc.identifierAnnals of Applied Statistics 2008, Vol. 2, No. 4, 1271-1289
dc.identifierdoi:10.1214/08-AOAS183
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/217463
dc.subjectApplications
dc.titleNonstationary covariance models for global data
dc.typetext

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