Affine Processes: A Test of Isotropy Based on Level Sets

DOI10.1137/0147059zbMath0627.62088OpenAlexW2059068070MaRDI QIDQ3763440

Enrique M. Cabaña

Publication date: 1987

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0147059

zbMATH Keywords

Rice formulalevel curveconsistentmixing conditionsaffine processasymptotically Gaussianisotropic processestest of isotropyasymptotic distributions of random line integralsEstimators of the affinity parametersmeasure of level sets of random fields

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Parametric inference (62F99) Stationary stochastic processes (60G10) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07)

Related Items (10)

Testing for spatial isotropy under general designs ⋮ On the excursion area of perturbed Gaussian fields ⋮ On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields ⋮ Level curves crossings and applications for Gaussian models ⋮ Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields ⋮ Geometrical characteristics of Gaussian sea waves ⋮ A review of nonparametric hypothesis tests of isotropy properties in spatial data ⋮ Identification and isotropy characterization of deformed random fields through excursion sets ⋮ Assessing Isotropy for Spatial Point Processes ⋮ Estimation of local anisotropy based on level sets

This page was built for publication: Affine Processes: A Test of Isotropy Based on Level Sets