Extrapolation of Stationary Random Fields
Probability
2013-06-27 v1
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.
Cite
@article{arxiv.1306.6205,
title = {Extrapolation of Stationary Random Fields},
author = {Evgeny Spodarev and Elena Shmileva and Stefan Roth},
journal= {arXiv preprint arXiv:1306.6205},
year = {2013}
}
Comments
52 pages, 25 figures. This is a review article, though Section 4 of the article contains new results on the weak consistency of the extrapolation methods as well as new extrapolation methods for $\alpha$-stable fields with $0<\alpha\leq 1$