Parameter estimation for operator scaling random fields

نویسندگان

  • C. Y. Lim
  • Mark M. Meerschaert
  • Hans-Peter Scheffler
چکیده

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. © 2013 Elsevier Inc. All rights reserved.

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عنوان ژورنال:
  • J. Multivariate Analysis

دوره 123  شماره 

صفحات  -

تاریخ انتشار 2014