New Flexible Compact Covariance Model on a Sphere

We discuss how the kernel convolution approach can be used to accurately approximate the spatial covariance model on a sphere using spherical distances between points. A detailed derivation of the required formulas is provided. The proposed covariance model approximation can be used for non-stationary spatial prediction and simulation in the case when the dataset is large and the covariance model can be estimated separately in the data subsets.