Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference
本文发展了时空奥恩斯坦-乌伦贝克过程的理论、模拟与推断方法，通过模拟研究和辐射异常数据实证展示了其实际应用价值，并描述了高斯设定下的预测方法。
Abstract Spatio‐temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio‐temporal Ornstein–Uhlenbeck process. We conduct detailed simulation studies and demonstrate the practical relevance of these processes in an empirical study of radiation anomaly data. Finally, we describe how predictions can be carried out in the Gaussian setting.