Wavelet estimation of the memory parameter for long range dependent random fields
DOI10.1007/S00362-013-0558-2zbMATH Open1298.62163OpenAlexW2083077989MaRDI QIDQ465640FDOQ465640
Authors: Lihong Wang, Jinde Wang 
Publication date: 24 October 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0558-2
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asymptotic propertylong memory parameterwavelet coefficientslong range dependent random fieldswavelet estimation
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40)
Cites Work
- Title not available (Why is that?)
- Ten Lectures on Wavelets
- Semiparametric analysis of long-memory time series
- Semiparametric estimation of spatial long-range dependence
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
- Wavelet analysis of long-range-dependent traffic
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
- Local Whittle estimator for anisotropic random fields
- Title not available (Why is that?)
- Wavelets and Renormalization
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
- Memory parameter estimation for long range dependent random fields
- Parameter estimation of random fields with long-range dependence
- Long memory random fields
Cited In (16)
- Local Whittle estimator for anisotropic random fields
- Parameter estimates for fractional autoregressive spatial processes
- Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
- Function estimation via wavelet shrinkage for long-memory data
- Approximate wavelet-based simulation of long memory processes
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
- A wavelet lifting approach to long-memory estimation
- Memory parameter estimation for long range dependent random fields
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
- Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
- Parameter estimation of random fields with long-range dependence
- Spectral-marginal-based estimation of spatiotemporal long-range dependence
- Log-periodogram regression of two-dimensional intrinsically stationary random fields
- Wavelet estimator of long-range dependent processes.
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