Identifying the anisotropical function of a \(d\)-dimensional Gaussian self-similar process with stationary increments

DOI10.1007/s11203-006-0002-5zbMath1119.60027OpenAlexW2002920447MaRDI QIDQ882911

Jacques Istas

Publication date: 24 May 2007

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-006-0002-5

zbMATH Keywords

fractional Brownian motionself-similarityanisotropy

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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Cites Work

• Gaussian and their subordinates self-similar random generalized fields
• Quadratic variations and estimation of the local Hölder index of a Gaussian process
• Anisotropic analysis of some Gaussian models
• Fractional Brownian sheet
• Identification of filtered white noises
• Cramèr-Rao bounds for fractional Brownian motions