Hurst estimation for operator scaling random fields

DOI10.1016/j.spl.2021.109188zbMath1478.62280OpenAlexW3174012482MaRDI QIDQ2244601

Jeonghwa Lee

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109188

zbMATH Keywords

fractal indicesHurst indicesoperator scaling Gaussian random field

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Fractional processes, including fractional Brownian motion (60G22)

Related Items (1)

Local scaling limits of Lévy driven fractional random fields

Cites Work

• Parameter estimation for operator scaling random fields
• Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
• Integral representations and properties of operator fractional Brownian motions
• Operator scaling stable random fields
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
• Operator-self-similar stable processes
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Identification of the Multivariate Fractional Brownian Motion
• Wavelet analysis of the multivariate fractional Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications

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