Hurst estimation for operator scaling random fields
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Publication:2244601
DOI10.1016/j.spl.2021.109188zbMath1478.62280OpenAlexW3174012482MaRDI QIDQ2244601
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
Random fields; image analysis (62M40) Fractional processes, including fractional Brownian motion (60G22)
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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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