Memory parameter estimation for long range dependent random fields

DOI10.1016/j.spl.2009.07.030zbMath1176.62095OpenAlexW1968970046MaRDI QIDQ1036745

Lihong Wang

Publication date: 13 November 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.030

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

A goodness-of-fit test for marginal distribution of linear random fields with long memory ⋮ Log-periodogram regression of two-dimensional intrinsically stationary random fields ⋮ Wavelet estimation of the memory parameter for long range dependent random fields ⋮ Aggregation of isotropic autoregressive fields

Uses Software

• longmemo

Cites Work

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