Affine Processes: A Test of Isotropy Based on Level Sets (Q3763440): Difference between revisions

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Latest revision as of 21:46, 19 March 2024

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Affine Processes: A Test of Isotropy Based on Level Sets
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    Affine Processes: A Test of Isotropy Based on Level Sets (English)
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    1987
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    test of isotropy
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    isotropic processes
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    Rice formula
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    asymptotic distributions of random line integrals
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    measure of level sets of random fields
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    Estimators of the affinity parameters
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    affine process
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    level curve
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    consistent
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    asymptotically Gaussian
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    mixing conditions
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