Local Whittle estimator for anisotropic random fields

DOI10.1016/j.jmva.2008.10.002zbMath1167.62465OpenAlexW2019872545MaRDI QIDQ1006678

Mark M. Meerschaert, Chae Young Lim, Hongwen Guo

Publication date: 25 March 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.002

zbMATH Keywords

local Whittle methodspatial long memory

Mathematics Subject Classification ID

Related Items (21)

Scaling transition for nonlinear random fields with long-range dependence ⋮ A goodness-of-fit test for marginal distribution of linear random fields with long memory ⋮ Identification and validation of stable ARFIMA processes with application to UMTS data ⋮ Parameter estimation for operator scaling random fields ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ Spatial long memory ⋮ On a class of minimum contrast estimators for Gegenbauer random fields ⋮ Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields ⋮ Needlet-Whittle estimates on the unit sphere ⋮ 2D wavelet-based spectra with applications ⋮ Gaussian semiparametric estimates on the unit sphere ⋮ Wavelet estimation of the memory parameter for long range dependent random fields ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model ⋮ Aggregation of isotropic autoregressive fields ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes ⋮ Memory parameter estimation for long range dependent random fields ⋮ On least squares estimation for long-memory lattice processes ⋮ Scaling transition for long-range dependent Gaussian random fields

Uses Software

• longmemo

Cites Work

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