1 citations · 2 across the 5 of their papers we have counts for
4 papers · 1 filter
Extrapolation of stable random fields
Wolfgang Karcher, Elena Shmileva, Evgeny Spodarev
In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solution…
Some results on random fields admitting a spectral representation with infinitely divisible integrator
Wolfgang Karcher
We consider random fields admitting a spectral representation with infinitely divisible integrator and prove some of their properties.
Simulation of infinitely divisible random fields
Wolfgang Karcher, Hans-Peter Scheffler, Evgeny Spodarev
Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such field…
Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator
Wolfgang Karcher, Hans-Peter Scheffler, Evgeny Spodarev
We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are…