Simulation of Infinitely Divisible Random Fields

DOI10.1080/03610918.2011.634536zbMath1277.60096arXiv0910.2625OpenAlexW2046055746MaRDI QIDQ5299818

Evgueni Spodarev, Wolfgang Karcher, Hans-Peter Scheffler

Publication date: 21 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.2625

zbMATH Keywords

stochastic approximationspectral representationinfinitely divisible distributionHaar wavelet

Mathematics Subject Classification ID

Random fields (60G60)

Related Items

A scalar-valued infinitely divisible random field with Pólya autocorrelation ⋮ Nonparametric estimation of the kernel function of symmetric stable moving average random functions

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