Parameter estimation for operator scaling random fields

被引：7
|
作者：
Lim, C. Y. [1 ]
Meerschaert, M. M. [1 ]
Scheffler, H. -P. [2 ]
机构：
[1] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
[2] Univ Siegen, Fachbereich Math, D-57068 Siegen, Germany
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2014年 / 123卷
基金：
美国国家科学基金会;
关键词：
Random field; Self-similar; Operator scaling; Hurst index; REGRESSION;
D O I：
10.1016/j.jmva.2013.09.010
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Operator scaling random fields are useful for modeling physical phenomena with different scaling properties in each coordinate. This paper develops a general parameter estimation method for such fields which allows an arbitrary set of scaling axes. The method is based on a new approach to nonlinear regression with errors whose mean is not zero. (C) 2013 Elsevier Inc. All rights reserved.
引用
收藏
页码：172 / 183
页数：12
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