Estimation of self-similar Gaussian fields using wavelet transform

DOI10.1142/S0219691315500447zbMath1332.62373OpenAlexW2177046189MaRDI QIDQ2788473

Yiming Ding, Liang Wu

Publication date: 19 February 2016

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691315500447

zbMATH Keywords

self-similarityGaussian fieldsHurst parametershyperbolic wavelet transform

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22)

Related Items

Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis, Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood, TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY

Cites Work

• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• Operator scaling stable random fields
• Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet
• Spatial Process Simulation
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Self-Similar Anisotropic Texture Analysis: The Hyperbolic Wavelet Transform Contribution
• Estimation of anisotropic Gaussian fields through Radon transform
• Stochastic Calculus for Fractional Brownian Motion and Applications
• A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item