Parameter identification for singular random fields arising in Burgers' turbulence

DOI10.1016/S0378-3758(98)00239-0zbMath0986.62077MaRDI QIDQ1304370

Nikolai N. Leonenko, Wojbor A. Woyczyński

Publication date: 23 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

parameter estimation; Burgers' equation; singular spectrum; parabolic scaling; random data

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62M15: Inference from stochastic processes and spectral analysis

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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A fractional stochastic evolution equation driven by fractional Brownian motion, SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA, Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations, On a class of minimum contrast estimators for fractional stochastic processes and fields, Semiparametric analysis of long-range dependence in nonlinear regression, On the Whittle estimators for some classes of continuous-parameter random processes and fields, Spectral properties of Burgers and KPZ turbulence

Uses Software

• longmemo

Cites Work

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