Parameter Estimation of Self-Similar Spatial Covariogram Models

DOI10.1080/03610920701713203zbMATH Open1135.62067OpenAlexW1991297796MaRDI QIDQ3499059FDOQ3499059

Authors: María P. Frías, María D. Ruiz-Medina, Francisco Alonso, J. M. Angulo 

Publication date: 19 May 2008

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701713203

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zbMATH Keywords

long-range dependencesimulationsvariogramperiodogramwavelet decompositionfractal models

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

Cites Work

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• Log-periodogram regression of time series with long range dependence
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• Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
• Estimation of intrinsic processes affected by additive fractal noise
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• Long-range Dependence: Revisiting Aggregation with Wavelets
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
• Stochastic fractional-order differential models with fractal boundary conditions
• Fractional Generalized Random Fields on Bounded Domains
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• Fractals and Spectra
• Non-parametric estimation of the long-range dependence exponent for Gaussian processes

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
• Simultaneous Surveillance of Means and Covariances of Spatial Models
• Variance analysis of linear SIMO models with spatially correlated noise
• Spectral-marginal-based estimation of spatiotemporal long-range dependence

Uses Software

• longmemo

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