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

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