Wavelet estimation of the memory parameter for long range dependent random fields

DOI10.1007/S00362-013-0558-2MaRDI QIDQ465640zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic propertylong memory parameterwavelet coefficientslong range dependent random fieldswavelet estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cites work

• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 108512 (Why is no real title available?)
• A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
• A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• Local Whittle estimator for anisotropic random fields
• Long memory random fields
• Memory parameter estimation for long range dependent random fields
• On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
• Parameter estimation of random fields with long-range dependence
• Semiparametric analysis of long-memory time series
• Semiparametric estimation of spatial long-range dependence
• Ten Lectures on Wavelets
• Wavelet analysis of long-range-dependent traffic
• Wavelets and Renormalization

Cited in

(17)

• Spectral-marginal-based estimation of spatiotemporal long-range dependence
• Parameter estimates for fractional autoregressive spatial processes
• Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
• Wavelet estimator of long-range dependent processes.
• Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
• Log-periodogram regression of two-dimensional intrinsically stationary random fields
• Local Whittle estimator for anisotropic random fields
• Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• Parameter estimation of random fields with long-range dependence
• A wavelet lifting approach to long-memory estimation
• Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
• Function estimation via wavelet shrinkage for long-memory data
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes
• Approximate wavelet-based simulation of long memory processes
• Memory parameter estimation for long range dependent random fields
• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT

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