Parameter estimation for operator scaling random fields

Authors:
C. Y. Lim;M. M. Meerschaert;H. -P. Scheffler
Affiliations:
-;-;-
Venue:
Journal of Multivariate Analysis
Year:
2014

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Abstract

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.