Affine Processes: A Test of Isotropy Based on Level Sets

DOI10.1137/0147059MaRDI QIDQ3763440zbMATH OpenOpenAlexFDO

Authors 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

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

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Cited in

(15)

• Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
• Estimation of local anisotropy based on level sets
• On the excursion area of perturbed Gaussian fields
• Testing for spatial isotropy under general designs
• High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence
• Surface area and volume of excursion sets observed on point cloud based polytopic tessellations
• Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
• On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields
• Gaussian fields through geometrical properties
• Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
• Assessing Isotropy for Spatial Point Processes
• Geometrical characteristics of Gaussian sea waves
• Identification and isotropy characterization of deformed random fields through excursion sets
• Level curves crossings and applications for Gaussian models
• A review of nonparametric hypothesis tests of isotropy properties in spatial data

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