Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet

DOI10.1080/07362994.2014.1002042zbMath1316.60077arXiv1403.1215OpenAlexW1968962302MaRDI QIDQ5256267

Vitalii Makogin, Yuliya S. Mishura

Publication date: 22 June 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.1215

zbMATH Keywords

covariance functionfractional Brownian sheetLamperti transformationGaussian self-similar random fieldstationary rectangular increments

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Positive definite functions in one variable harmonic analysis (42A82) Self-similar stochastic processes (60G18)

Related Items (max. 100)

On stationarity properties of generalized Hermite-type processes ⋮ On the Lamperti transform of the fractional Brownian sheet ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments ⋮ Multi-scale invariant fields: estimation and prediction

Cites Work

• Anisotropic analysis of some Gaussian models
• Fractional Brownian sheet
• Fractal Analysis of Surface Roughness by Using Spatial Data
• Self-Similarity and Lamperti Transformation for Random Fields
• Unnamed Item

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