Bidimensional -stable Models with Long-range Dependence
نویسندگان
چکیده
In this paper, we propose an -stable 2D extension of the 1D fractional Gaussian noise. The considered model exhibits long-range dependence properties, while its stability index allows us to control the degree of spikyness of the synthesized fields. A least square method for the estimation of the three parameters of this model is also described and its performances are evaluated by a Monte Carlo study.
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