Estimation of sample spacing in stochastic processes
From MaRDI portal
Recommendations
Cited in
(7)- An algorithm for estimating parameters of a group of closely spaced random processes: Synthesis, analysis, and modeling
- Estimating integrals of stochastic processes using space-time data
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
- Central limit theorem for mean and variogram estimators in Lévy–based models
- scientific article; zbMATH DE number 5226629 (Why is no real title available?)
- Spacings-ratio empirical processes
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field
This page was built for publication: Estimation of sample spacing in stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2978395)