Parameter estimation for operator scaling random fields

DOI10.1016/j.jmva.2013.09.010zbMath1278.62157OpenAlexW2129542394MaRDI QIDQ391927

Mark M. Meerschaert, Chae Young Lim, Hans-Peter Scheffler

Publication date: 13 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.09.010

zbMATH Keywords

Hurst indexself-similar

Mathematics Subject Classification ID

Random fields; image analysis (62M40) General nonlinear regression (62J02) Applications of statistics to physics (62P35)

Related Items (3)

A review of applications of fractional calculus in Earth system dynamics ⋮ Hurst estimation for operator scaling random fields ⋮ Fractional sensitivity equation method: application to fractional model construction

Cites Work

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• Parameter estimates for fractional autoregressive spatial processes
• Operator scaling stable random fields
• Local Whittle estimator for anisotropic random fields
• On least squares estimation for long-memory lattice processes
• Asymptotic theory of nonlinear least squares estimation
• Inconsistent M-estimators: Nonlinear regression with muliplicative error
• Robust regression: Asymptotics, conjectures and Monte Carlo
• On fractional tempered stable motion
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Stochastic models for fractional calculus

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