Application of the Multifractional Brownian Motion Process in Spatial Analyses | Zendy

Adrianna Mastalerz-Kodzis | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Application of the Multifractional Brownian Motion Process in Spatial Analyses

Author(s) -

Adrianna Mastalerz-Kodzis

Publication year - 2018

Publication title -

argumenta oeconomica cracoviensia

Language(s) - English

Resource type - Journals

eISSN - 2545-3866

pISSN - 1642-168X

DOI - 10.15678/aoc.2018.1805

Subject(s) - brownian motion , econometrics , geometric brownian motion , stochastic process , statistical physics , multivariate statistics , mathematics , process (computing) , fractional brownian motion , diffusion process , computer science , statistics , physics , knowledge management , innovation diffusion , operating system

The article combines methodology applied for time series with elements of spatial econometrics. Its aim is to present a modified method of spatial modelling using selected stochastic processes and the application of that method in economics and other fields of science. The research hypothesis verified in this work can be described as follows: generalised to a multivariate case, Brownian motion processes are a useful tool in econometrics modelling as well as in the analysis of variability and correlation in space. The multifractional Brownian motion process is applied to conduct an analysis of the degree and variability of environmental pollution. The article comprises an introduction, a theoretical part in which concepts connected with the class of stochastic processes in question are clarified, and an empirical part, where selected applications of the aforementioned method are discussed.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research