2 papers
math.PR2013
Extrapolation of Stationary Random Fields
Evgeny Spodarev, Elena Shmileva, Stefan Roth
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. F…
math.PR2011
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…