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

DOI10.1017/S000497272200051XzbMATH Open1502.60079OpenAlexW4281986391WikidataQ114655070 ScholiaQ114655070MaRDI QIDQ5097532FDOQ5097532

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

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zbMATH Keywords

asymptotic normalityspherical random fieldsmultifractalitycosmic microwave background radiationmultifractionalitycyclic long-memoryRényi function

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Random fields on the sphere. Representation, limit theorems and cosmological applications
• Limit theorems for weighted functionals of cyclical long-range dependent random fields
• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
• Asymptotic normality of simultaneous estimators of cyclic long-memory processes
• Estimation of cyclic long-memory parameters
• Rényi function for multifractal random fields
• On multifractionality of spherical random fields with cosmological applications

Cited In (2)

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

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