Parameter estimation for operator scaling random fields

C.Y. Lim, M.M. Meerschaert and H.-P. Scheffler

Journal of Multivariate Analysis, 2014, vol. 123, issue C, 172-183

Abstract: 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.

Keywords: Random field; Self-similar; Operator scaling; Hurst index (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2013.09.010

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