No abstract

In this paper, we discuss three extrapolation methods for α-stable random fields with α ∈ (1, 2]. We justify them, giving proofs of the existence and uniqueness of the solutions for each method and providing sufficient conditions for path continuity. Two methods are based on minimizing the variability of the difference between the predictor and the theoretical value, whereas in the third approach we provide a new method that maximizes the covariation between these two quantities.

No abstract

No 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.