Least-squares estimation of multifractional random fields in a Hilbert-valued context

DOI10.1007/S10957-013-0423-4MaRDI QIDQ261992zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, María D. Ruiz-Medina, Rosa M. Espejo, J. M. Angulo, María P. Frías

Publication date 29 March 2016

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-013-0423-4

zbMATH Keywords

inverse problemleast-squares estimationmultifractional pseudodifferential operatorsmultifractional random fieldsreproducing kernel Hilbert spaces

Mathematics Subject Classification ID

Pseudodifferential operators as generalizations of partial differential operators (35S05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Pseudodifferential operators (47G30) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Non-Markovian processes: estimation (62M09)

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Cited in

(3)

• Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
• Estimation and filtering of fractional generalised random fields.
• Nonparametric Prediction for Spatial Dependent Functional Data Under Fixed Sampling Design

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