Testing self-similarity through Lamperti transformations

DOI10.1007/s13253-016-0258-1zbMath1347.62248OpenAlexW2461626984MaRDI QIDQ321448

Marc G. Genton, Mikyoung Jun, Myoungji Lee

Publication date: 13 October 2016

Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13253-016-0258-1

zbMATH Keywords

hypothesis teststationarityrandom fieldsHurst coefficientfractional Brownian sheetmulti-self-similarity

Mathematics Subject Classification ID

Random fields (60G60) Applications of statistics to environmental and related topics (62P12) Hypothesis testing in multivariate analysis (62H15) Self-similar stochastic processes (60G18)

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