Prediction and conditional simulation of a 2D lognormal diffusion random field

DOI10.1007/s11009-007-9029-3zbMath1128.60067OpenAlexW2052704458MaRDI QIDQ2462655

Yanyan Li

Publication date: 3 December 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-007-9029-3

zbMATH Keywords

conditional simulationKriginglognormal diffusion processdiffusion random field

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion

Cites Work

• Two-parameter diffusion processes and martingales
• Estimation and prediction of a 2D lognormal diffusion random field
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