Title of article
Parameter estimation for operator scaling random fields
Author/Authors
Lim، نويسنده , , C.Y. and Meerschaert، نويسنده , , M.M. and Scheffler، نويسنده , , H.-P.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
12
From page
172
To page
183
Abstract
Operator scaling random fields are useful for modeling physical phenomena with different scaling properties in each coordinate. This paper develops a general parameter estimation method for such fields which allows an arbitrary set of scaling axes. The method is based on a new approach to nonlinear regression with errors whose mean is not zero.
Keywords
Random field , Operator scaling , self-similar , Hurst index
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566527
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