Identification of space deformation using linear and superficial quadratic variations

Xavier Guyon (1, 2) , Olivier Perrin (3)

1 MATISSE - UMR 8595 - Modélisation Appliquée, Trajectoires Institutionnelles et Stratégies Socio-Économiques
2 SAMOS - Statistique Appliquée et MOdélisation Stochastique
3 GREMAQ - Groupe de recherche en économie mathématique et quantitative

We use linear and quadratic variations to identify a bijective deformation that make a non-stationary gaussian random field stationary.

Mots clés: Identification of a model; mean square convergence; quadratic variations; space deformation; stationary reduction

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Xavier Guyon, Olivier Perrin. Identification of space deformation using linear and superficial quadratic variations. Statistics and Probability Letters, 2000, 47 (3), pp.307-316. ⟨10.1016/S0167-7152(99)00171-6⟩. ⟨hal-00273111⟩