The following pages link to (Q4488840):
Displaying 18 items.
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- 2D wavelet-based spectra with applications (Q452673) (← links)
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes (Q1742730) (← links)
- The screening effect in kriging (Q1848939) (← links)
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. (Q1879937) (← links)
- Fractal and smoothness properties of space-time Gaussian models (Q1946959) (← links)
- Hybrid simulation scheme for volatility modulated moving average fields (Q1997699) (← links)
- On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions (Q2073697) (← links)
- Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve (Q2074320) (← links)
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields (Q2186643) (← links)
- Log-periodogram regression of two-dimensional intrinsically stationary random fields (Q2195539) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Semiparametric estimation of spatial long-range dependence (Q2475780) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
