Extrapolation of stable random fields

被引：7
|
作者：
Karcher, Wolfgang [1 ]
Shmileva, Elena [2 ]
Spodarev, Evgeny [1 ]
机构：
[1] Univ Ulm, Inst Stochast, D-89081 Ulm, Germany
[2] St Petersburg State Univ, Chebyshev Lab, St Petersburg 199178, Russia
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2013年 / 115卷
关键词：
Extrapolation; Random field; Stable distribution; ASSOCIATION;
D O I：
10.1016/j.jmva.2012.11.004
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we discuss three extrapolation methods for alpha-stable random fields with alpha is an element of (1, 2]. We justify them, giving proofs of the existence and uniqueness of the solutions for each method and providing sufficient conditions for path continuity. Two methods are based on minimizing the variability of the difference between the predictor and the theoretical value, whereas in the third approach we provide a new method that maximizes the covariation between these two quantities. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码：516 / 536
页数：21
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