Open Access
2018 Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem
Nikolai N. Leonenko, Murad S. Taqqu, Gyorgy H. Terdik
Electron. J. Statist. 12(2): 3114-3146 (2018). DOI: 10.1214/18-EJS1473

Abstract

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.

Citation

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Nikolai N. Leonenko. Murad S. Taqqu. Gyorgy H. Terdik. "Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem." Electron. J. Statist. 12 (2) 3114 - 3146, 2018. https://doi.org/10.1214/18-EJS1473

Information

Received: 1 July 2017; Published: 2018
First available in Project Euclid: 25 September 2018

zbMATH: 06943953
MathSciNet: MR3857874
Digital Object Identifier: 10.1214/18-EJS1473

Subjects:
Primary: 60G60 , 62M30
Secondary: 60F05

Keywords: Astronomy , cosmic variance , Laplace-Beltrami model , Rosenblatt distribution

Vol.12 • No. 2 • 2018
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