Hurst estimation for operator scaling random fields

DOI10.1016/J.SPL.2021.109188MaRDI QIDQ2244601zbMATH OpenOpenAlexFDO

Authors Jeonghwa Lee

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109188

zbMATH Keywords

fractal indicesHurst indicesoperator scaling Gaussian random field

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

• Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Fractional Brownian Motions, Fractional Noises and Applications
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
• Identification of the Multivariate Fractional Brownian Motion
• Integral representations and properties of operator fractional Brownian motions
• Operator scaling stable random fields
• Operator-self-similar stable processes
• Parameter estimation for operator scaling random fields
• Wavelet analysis of the multivariate fractional Brownian motion

Cited in

(3)

• Parameter estimation for operator scaling random fields
• Local scaling limits of Lévy driven fractional random fields
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS

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