Abstract
We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we consider kriging extrapolation techniques. For (non–Gaussian) stable fields, which are known to be heavy-tailed, we describe further extrapolation methods and discuss their properties. Two of them can be seen as direct generalizations of kriging.
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© 2015 Springer International Publishing Switzerland
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Spodarev, E., Shmileva, E., Roth, S. (2015). Extrapolation of Stationary Random Fields. In: Schmidt, V. (eds) Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics, vol 2120. Springer, Cham. https://doi.org/10.1007/978-3-319-10064-7_11
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DOI: https://doi.org/10.1007/978-3-319-10064-7_11
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-10063-0
Online ISBN: 978-3-319-10064-7
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