Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram

DOI10.1080/03610926.2011.581181zbMath1277.60097OpenAlexW2155560177MaRDI QIDQ2890091

Rosa M. Crujeiras, María D. Ruiz-Medina

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581181

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimum contrast estimation of random processes based on information of second and third orders
• Properties of spatial cross-periodograms using fixed-domain asymptotics
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• Correlation theory of stationary and related random functions. Volume I: Basic results
• Possible long-range dependence in fractional random fields.
• Central limit theorems for quadratic forms with time-domain conditions
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
• On a class of minimum contrast estimators for fractional stochastic processes and fields
• Long-range dependence and Appell rank
• On the Whittle estimators for some classes of continuous-parameter random processes and fields
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• Fixed-Domain Asymptotics for Spatial Periodograms
• Edge effects and efficient parameter estimation for stationary random fields
• Wavelet analysis and synthesis of fractional Brownian motion
• Fractional Generalized Random Fields on Bounded Domains
• Detecting Abrupt Changes by Wavelet Methods

This page was built for publication: Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram