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...