Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes

DOI10.1016/j.jmva.2017.12.001zbMath1397.62360arXiv1609.03470OpenAlexW2963774123MaRDI QIDQ1742730

Yuzhen Zhou, Yimin Xiao

Publication date: 12 April 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.03470

zbMATH Keywords

bivariate Matérn fieldjoint asymptoticsbivariate Gaussian processfractal indices

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12)

Related Items (2)

Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid ⋮ Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes

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