Extrapolation of Stationary Random Fields
Evgeny Spodarev, Елена Юрьевна Шмилева, Stefan Roth · arXiv (Cornell University) · 2013
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.