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  • Search: subject:"Gaussian random fields"
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Year of publication
Subject
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Gaussian random fields 10 Stochastic process 4 Stochastischer Prozess 4 Estimation theory 2 Kriging 2 Schätztheorie 2 Simulation 2 Theorie 2 Theory 2 Box-Cox transform 1 Composite likelihood 1 Correlation 1 Cox limit theorem 1 Decision under uncertainty 1 Differential topology 1 Econometrics 1 Entropie 1 Entropy 1 Entscheidung unter Unsicherheit 1 Euclidean likelihood 1 Euler characteristic 1 Excursion sets 1 Experiment 1 Extremes 1 Fixed-domain asymptotics 1 Forecasting model 1 Fractal dimension 1 Fractal index 1 Functional central limit theorem 1 Gaussian process regression 1 Gumbel type extreme limit theorem 1 Induced representations 1 Infill asymptotics 1 Korrelation 1 Large sample distributions 1 Level sets 1 Line bundles 1 Lower Snell envelope 1 Markov chain 1 Markov property 1
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Online availability
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Undetermined 8 Free 2
Type of publication
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Article 9 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 6 Undetermined 6
Author
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Baldi, Paolo 1 Beard, Rodney 1 Belomestny, Denis 1 Bevilacqua, Moreno 1 Christiansen, Marcus C. 1 Crudu, Federico 1 Fahrmeir, Ludwig 1 Hübner, Tobias 1 Kneib, Thomas 1 Krätschmer, Volker 1 Lim, Chae Young 1 McDonald, Stuart 1 Morales-Oñate, Víctor 1 Nelson, Barry L. 1 Nolte, Sascha 1 Pouliot, Guillaume Allaire 1 Rossi, Maurizia 1 Salemi, Peter 1 Shashkin, A. 1 Spodarev, Evgenij 1 Staum, Jeremy 1 Taheriyoun, Ali Reza 1 Tan, Zhongquan 1 Unseld, Verena 1 Wu, Wei-Ying 1 Xiao, Yimin 1
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Institution
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Society for Computational Economics - SCE 1
Published in...
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Statistics & Probability Letters 3 Astin bulletin : the journal of the International Actuarial Association 1 Computing in Economics and Finance 2002 1 Discussion Paper 1 Finance and stochastics 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 Operations research 1 Quaderni del Dipartimento di economia politica e statistica 1 Stochastic Processes and their Applications 1
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Source
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RePEc 6 ECONIS (ZBW) 5 EconStor 1
Showing 1 - 10 of 12
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Blockwise Euclidean likelihood for spatio-temporal covariance models
Morales-Oñate, Víctor; Crudu, Federico; Bevilacqua, Moreno - 2020
Persistent link: https://www.econbiz.de/10012177081
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Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire - In: Journal of econometrics 232 (2023) 1, pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
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Minimax theorems for American options without time-consistency
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; … - In: Finance and stochastics 23 (2019) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
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Generalized integrated brownian fields for simulation metamodeling
Salemi, Peter; Staum, Jeremy; Nelson, Barry L. - In: Operations research 67 (2019) 3, pp. 874-891
Persistent link: https://www.econbiz.de/10012040305
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Differences in European mortality rates : a geometric approach on the age-period plane
Christiansen, Marcus C.; Spodarev, Evgenij; Unseld, Verena - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 477-502
Persistent link: https://www.econbiz.de/10011397239
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Representation of Gaussian isotropic spin random fields
Baldi, Paolo; Rossi, Maurizia - In: Stochastic Processes and their Applications 124 (2014) 5, pp. 1910-1941
We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin line bundles of the 2-sphere. In particular, every complex Gaussian isotropic spin random field can be...
Persistent link: https://www.econbiz.de/10010753658
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A functional central limit theorem for the level measure of a Gaussian random field
Shashkin, A. - In: Statistics & Probability Letters 83 (2013) 2, pp. 637-643
We prove a functional central limit theorem for the Hausdorff measure of level sets generated by a smooth Gaussian random field.
Persistent link: https://www.econbiz.de/10010602923
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The limit theorems on extremes for Gaussian random fields
Tan, Zhongquan - In: Statistics & Probability Letters 83 (2013) 2, pp. 436-444
Motivated by the papers of Choi (2010) and Pereira (2010), in this work, we proved two limit theorems for the maxima of Gaussian fields. First, a Cox limit theorem is established for a stationary strongly dependent Gaussian random field. Second, a Gumbel type extreme limit theorem is proved for...
Persistent link: https://www.econbiz.de/10011039882
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Tail estimation of the spectral density for a stationary Gaussian random field
Wu, Wei-Ying; Lim, Chae Young; Xiao, Yimin - In: Journal of Multivariate Analysis 116 (2013) C, pp. 74-91
Consider a stationary Gaussian random field on Rd with spectral density f(λ) that satisfies f(λ)∼c|λ|−θ as |λ|→∞. The parameters c and θ control the tail behavior of the spectral density. c is related to a microergodic parameter and θ is related to a fractal index. For data...
Persistent link: https://www.econbiz.de/10011041974
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Structured additive regression for multicategorical space-time data: a mixed model approach
Kneib, Thomas; Fahrmeir, Ludwig - 2004
, stationary Gaussian random fields or two-dimensional penalized splines. We present our approach from a Bayesian perspective …
Persistent link: https://www.econbiz.de/10010266191
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