Extrapolation of Stationary Random Fields

DOI10.1007/978-3-319-10064-7_11MaRDI QIDQ3454937zbMATH OpenOpenAlexFDO

Authors Elena Shmileva, Stefan Roth, Evgeny Spodarev

Publication date 3 December 2015

Published in Stochastic Geometry, Spatial Statistics and Random Fields (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.6205

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Random fields; image analysis (62M40) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Abstract: We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we set out basics of the kriging extrapolation techniques. For (non--Gaussian) stable fields, which are known to be heavy tailed, we describe further extrapolation methods and discuss their properties. Two of them can be seen as direct generalizations of kriging.

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