Estimation of self-similar Gaussian fields using wavelet transform

DOI10.1142/S0219691315500447MaRDI QIDQ2788473zbMATH OpenOpenAlexFDO

Authors Liang Wu, Yiming Ding

Publication date 19 February 2016

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691315500447

zbMATH Keywords

Gaussian fieldsself-similarityHurst parametershyperbolic wavelet transform

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

• scientific article; zbMATH DE number 1715060 (Why is no real title available?)
• scientific article; zbMATH DE number 1944327 (Why is no real title available?)
• scientific article; zbMATH DE number 1944328 (Why is no real title available?)
• scientific article; zbMATH DE number 934080 (Why is no real title available?)
• A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps
• Estimation of anisotropic Gaussian fields through Radon transform
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Operator scaling stable random fields
• Self-Similar Anisotropic Texture Analysis: The Hyperbolic Wavelet Transform Contribution
• Spatial Process Simulation
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet

Cited in

(8)

• Comparing field data using Alpert multi-wavelets
• Hurst estimation for operator scaling random fields
• Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis
• Parameter Estimation of Self-Similar Spatial Covariogram Models
• Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet
• Testing for effects of cross-correlations on joint multifractality
• Estimation of the self-similarity parameter using the wavelet transform
• Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood

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