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

页码：172 / 183

页数：12

共 50 条

[21] Memory parameter estimation for long range dependent random fields
Wang, Lihong
STATISTICS & PROBABILITY LETTERS, 2009, 79 (21) : 2297 - 2306
[22] Ensemble solute transport in two-dimensional operator-scaling random fields
Monnig, Nathan D.
Benson, David A.
Meerschaert, Mark M.
WATER RESOURCES RESEARCH, 2008, 44 (02)
[23] Parameter Estimation of Conditional Random Fields Model Based on Cloud Computing
Chen, Wenguang
Li, Yangyang
Wang, Haoyi
Chiang, I-Jen
2012 IEEE INTERNATIONAL CONFERENCE ON GRANULAR COMPUTING (GRC 2012), 2012, : 59 - 62
[24] ML parameter estimation for Markov random fields with applications to Bayesian tomography
Saquib, SS
Bouman, CA
Sauer, K
IEEE TRANSACTIONS ON IMAGE PROCESSING, 1998, 7 (07) : 1029 - 1044
[25] Wavelet estimation of the memory parameter for long range dependent random fields
Wang, Lihong
Wang, Jinde
STATISTICAL PAPERS, 2014, 55 (04) : 1145 - 1158
[26] Parameter estimation in hidden fuzzy Markov random fields and image segmentation
Salzenstein, F
Pieczynski, W
GRAPHICAL MODELS AND IMAGE PROCESSING, 1997, 59 (04): : 205 - 220
[27] Parameter estimation of two-dimensional moving average random fields
Francos, JM
Friedlander, B
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1998, 46 (08) : 2157 - 2165
[28] Texture image modeling and parameter estimation based on Gibbs random fields
Suwa, M
Sugimoto, S
(SYSID'97): SYSTEM IDENTIFICATION, VOLS 1-3, 1998, : 501 - 506
[29] Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks
Everitt, Richard G.
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2012, 21 (04) : 940 - 960
[30] On the parameter estimation of 2-D moving average random fields
Kizilkaya, Aydin
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2007, 54 (11) : 989 - 993

← 1 2 3 4 5 →