Statistical tests of heterogeneity for anisotropic multifractional Brownian fields

DOI10.1016/J.SPA.2020.01.012MaRDI QIDQ2186643zbMATH OpenOpenAlexFDO

Authors Huong T. L. Vu, Frédéric J. P. Richard

Publication date 9 June 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2020.01.012

zbMATH Keywords

heterogeneityanisotropystatistical testquadratic variationsanisotropic fractional Brownian fieldmultifractional Brownian field

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22)

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Cited in

(4)

• Affine Processes: A Test of Isotropy Based on Level Sets
• Full inference for the anisotropic fractional Brownian field
• Tests of isotropy for rough textures of trended images
• Estimation of anisotropic Gaussian fields through Radon transform

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