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Extrapolation of Stationary Random Fields

Part of the Lecture Notes in Mathematics book series (LNM,volume 2120)

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.

Keywords

  • Covariance Function
  • Ordinary Kriging
  • Uhlenbeck Process
  • Simple Kriging
  • Gaussian Random Vector

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Correspondence to Evgeny Spodarev .

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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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