Estimation and prediction of a 2D lognormal diffusion random field

DOI10.1007/s00477-004-0230-4zbMath1096.62096OpenAlexW2050369039MaRDI QIDQ2505880

Yanyan Li

Publication date: 28 September 2006

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-004-0230-4

zbMATH Keywords

kriginglognormal diffusion processdiffusion random field

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain ⋮ Prediction and conditional simulation of a 2D lognormal diffusion random field ⋮ The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion

Cites Work

• Two-parameter diffusion processes and martingales
• Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics
• First-passage-time densities for time-non-homogeneous diffusion processes
• Stochastic indicator analysis of contaminated sites
• Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors
• Two-parameter diffusions random fields
• Lognormality of rates and term structure models
• A note on the Volterra integral equation for the first-passage-time probability density

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