We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we consider 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.
CITATION STYLE
Spodarev, E., Shmileva, E., & Roth, S. (2014). Extrapolation of stationary random fields. Lecture Notes in Mathematics, 2120, 321–368. https://doi.org/10.1007/978-3-319-10064-7_11
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