Parameter estimation of random fields with long-range dependence

DOI10.1016/0895-7177(95)00054-6zbMath0829.76070OpenAlexW2059779421MaRDI QIDQ1894051

K. E. Lunney, V. V. Anh

Publication date: 17 July 1995

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(95)00054-6

zbMATH Keywords

convergencetime seriesiterative methodspectral densitylikelihood functionfractal indexair quality modellingmaximum daily ozone levelsphotochemical pollution

Mathematics Subject Classification ID

Variational methods applied to problems in fluid mechanics (76M30) Meteorology and atmospheric physics (86A10)

Related Items

Parameter estimation of random fields with long-range dependence, On a class of minimum contrast estimators for Gegenbauer random fields, Wavelet estimation of the memory parameter for long range dependent random fields, On entropy rates of dynamical systems and Gaussian processes, Aggregation of isotropic autoregressive fields, Multifractal Analysis of Multivariate Images Using Gamma Markov Random Field Priors, Memory parameter estimation for long range dependent random fields, Possible long-range dependence in fractional random fields., Stochastic models for fractal processes, Parameter identification for singular random fields arising in Burgers' turbulence, The Wiener-Hopf integral equation for fractional Riesz-Bessel motion

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