Extrapolation of stable random fields

DOI10.1016/j.jmva.2012.11.004zbMath1295.60066arXiv1107.1654OpenAlexW2005180160MaRDI QIDQ1941464

Elena Shmileva, Wolfgang Karcher, Evgueni Spodarev

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1654

zbMATH Keywords

random fieldextrapolationstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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