Affine Processes: A Test of Isotropy Based on Level Sets (Q3763440)
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scientific article; zbMATH DE number 4020266
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| English | Affine Processes: A Test of Isotropy Based on Level Sets |
scientific article; zbMATH DE number 4020266 |
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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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0.8364070653915405
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0.7133222222328186
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0.7132409811019897
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0.7127440571784973
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0.7127440571784973
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