Estimation of anisotropic gaussian fields through Radon transform

Hermine Biermé; Frédéric Richard

Displaying similar documents to “Estimation of anisotropic gaussian fields through Radon transform”

Estimation of anisotropic Gaussian fields through Radon transform

Hermine Biermé, Frédéric Richard (2007)

ESAIM: Probability and Statistics

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We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional Brownian field and prove that these...

Long memory in economics : discussion and comments

Murad S. Taqqu (1999)

Journal de la société française de statistique

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Invariance principle, multifractional gaussian processes and long-range dependence

Serge Cohen, Renaud Marty (2008)

Annales de l'I.H.P. Probabilités et statistiques

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This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.

A remark on the equivalence of Gaussian processes.

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Fractional Ornstein-Uhlenbeck processes.

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