Parameter estimation for operator scaling random fields
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Publication:391927
DOI10.1016/j.jmva.2013.09.010zbMath1278.62157OpenAlexW2129542394MaRDI QIDQ391927
Mark M. Meerschaert, Chae Young Lim, Hans-Peter Scheffler
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.09.010
Random fields; image analysis (62M40) General nonlinear regression (62J02) Applications of statistics to physics (62P35)
Related Items (3)
A review of applications of fractional calculus in Earth system dynamics ⋮ Hurst estimation for operator scaling random fields ⋮ Fractional sensitivity equation method: application to fractional model construction
Cites Work
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- Robust regression: Asymptotics, conjectures and Monte Carlo
- On fractional tempered stable motion
- EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Stochastic models for fractional calculus
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