Application of Hölder Function to Expansion Intensity of Spatial Phenomena Analysis Cover Image

Zastosowanie funkcji Höldera do badania intensywności ekspansji zjawisk przestrzennych
Application of Hölder Function to Expansion Intensity of Spatial Phenomena Analysis

Author(s): Adrianna Mastalerz-Kodzis, Ewa Pośpiech
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Łódzkiego
Keywords: stochastic process; Hurst exponent; Holder function; spatial modelling

Summary/Abstract: The development of methods describing time series using stochastic processes took place in the 20th century. Among others, stationary processes were modelled with Hurst exponent, whereas non‑stationary processes with Holder function. The characteristic feature of this type of processes is the analysis of the memory present in the time series. At the turn of the 21st century interest in statistics and spatial econometrics, as well as analyses carried out within the new economic geography arose. In this article, we have proposed the implementation of methods taken from the analysis of time series in the modelling of spatial data and the application of selected measures in studying the intensity of expansion in spatial phenomena. As the intensity measure we use Holder point exponents. The article is composed of two parts. The first one contains the description of study methodology, the second – examples of application.

  • Issue Year: 3/2018
  • Issue No: 335
  • Page Range: 49-61
  • Page Count: 13
  • Language: English