Multi-scale invariant fields: estimation and prediction

DOI10.1088/1742-5468/ab99c3zbMath1459.60084arXiv1710.01470OpenAlexW3042888685MaRDI QIDQ5854153

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Publication date: 16 March 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01470

zbMATH Keywords

stochastic processesstatistical inferencedata miningstatistical mechanics of geophysical systems

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Self-similar stochastic processes (60G18)

Cites Work

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• Linear estimation of self-similar processes via Lamperti's transformation
• Innovative methods for modeling of scale invariant processes
• Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet
• Self-Similarity and Lamperti Transformation for Random Fields
• The Analysis of Time Series

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