Stochastic modelling and statistical analysis of spatial and long-range dependent data

DOI10.1017/S000497272200051XMaRDI QIDQ5097532zbMATH OpenOpenAlexWikidataFDO

Authors Ravindi Nanayakkara

Publication date 25 August 2022

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s000497272200051x

zbMATH Keywords

asymptotic normalitycosmic microwave background radiationcyclic long-memorymultifractalitymultifractionalityRényi functionspherical random fields

Mathematics Subject Classification ID

Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to environmental and related topics (62P12)

Recommendations

• Theory and statistics of long-range dependent random processes. (Abstract of thesis)
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Cites work

• Asymptotic normality of simultaneous estimators of cyclic long-memory processes
• Estimation of cyclic long-memory parameters
• scientific article; zbMATH DE number 3858094 (Why is no real title available?)
• Limit theorems for weighted functionals of cyclical long-range dependent random fields
• On multifractionality of spherical random fields with cosmological applications
• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
• Random fields on the sphere. Representation, limit theorems and cosmological applications
• Rényi function for multifractal random fields

Cited in

(2)

• Temporal and spatially heterogeneous finite length runs analysis
• Spatial models: stochastic and deterministic

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