当前位置: X-MOL 学术Stat. Probab. Lett. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Hurst estimation for operator scaling random fields
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-06-27 , DOI: 10.1016/j.spl.2021.109188
Jeonghwa Lee

Estimation method for Hurst indices in operator scaling Gaussian random field is developed. The model used in this paper has two Hurst parameters along the two orthogonal directions. The two directions are estimated first, then Hurst indices are estimated along the estimated directions. The performance of estimator is investigated theoretically and empirically.



中文翻译:

算子缩放随机场的 Hurst 估计

开发了算子标度高斯随机场中Hurst指数的估计方法。本文使用的模型沿两个正交方向具有两个 Hurst 参数。首先估计两个方向,然后沿着估计的方向估计赫斯特指数。从理论上和经验上研究了估计器的性能。

更新日期:2021-06-28
down
wechat
bug