Parameter estimation for operator scaling random fields

DOI10.1016/J.JMVA.2013.09.010MaRDI QIDQ391927zbMATH OpenOpenAlexFDO

Authors C. Y. Lim, Mark M. Meerschaert, Hans-Peter Scheffler

Publication date 13 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.09.010

zbMATH Keywords

self-similarHurst index

Mathematics Subject Classification ID

General nonlinear regression (62J02) Random fields; image analysis (62M40) Applications of statistics to physics (62P35)

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Cites work

• scientific article; zbMATH DE number 1808203 (Why is no real title available?)
• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Inconsistent M-estimators: Nonlinear regression with muliplicative error
• Local Whittle estimator for anisotropic random fields
• On fractional tempered stable motion
• On least squares estimation for long-memory lattice processes
• Operator scaling stable random fields
• Parameter estimates for fractional autoregressive spatial processes
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Stochastic models for fractional calculus

Cited in

(6)

• Generalized operator-scaling random ball model
• Fractional sensitivity equation method: application to fractional model construction
• A review of applications of fractional calculus in Earth system dynamics
• Hurst estimation for operator scaling random fields
• Spatial regression with multiplicative errors, and its application with LiDAR measurements
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model

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