Identifying the Anisotropical Function of a d-Dimensional Gaussian Self-similar Process with Stationary Increments
| Autor: | Jacques Istas |
|---|---|
| Přispěvatelé: | Statistique et Modélisation Stochatisque (SMS), Laboratoire Jean Kuntzmann (LJK), Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2007 |
| Předmět: |
Statistics and Probability
Fractional Brownian motion self-similarity Self-similarity Gaussian 010102 general mathematics Mathematical analysis Process (computing) Self-similar process Ornstein–Uhlenbeck process anisotropy Function (mathematics) 01 natural sciences [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 010104 statistics & probability symbols.namesake fractional brownian motion symbols 0101 mathematics Anisotropy Mathematics |
| Zdroj: | Statistical Inference for Stochastic Processes Statistical Inference for Stochastic Processes, Springer Verlag, 2007, 10 (1), pp.97-106. ⟨10.1007/s11203-006-0002-5⟩ |
| ISSN: | 1572-9311 1387-0874 |
| DOI: | 10.1007/s11203-006-0002-5 |
| Popis: | International audience; We perform the estimation of the anisotropical function of a Gaussian self-similar process with stationary increments. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink