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Volumn 10, Issue 1, 2007, Pages 97-106

Identifying the anisotropical function of a d-dimensional Gaussian self-similar process with stationary increments

Author keywords

Anisotropy; Fractional brownian motion; Self similarity

Indexed keywords


EID: 33749532999     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-006-0002-5     Document Type: Article
Times cited : (5)

References (9)
  • 3
    • 0037874979 scopus 로고    scopus 로고
    • Identification and properties of real harmonizable fractional Lévy motions
    • A. Benassi S. Cohen J. Istas 2002 Identification and properties of real harmonizable fractional Lévy motions Bernoulli. 8 97 115
    • (2002) Bernoulli. , vol.8 , pp. 97-115
    • Benassi, A.1    Cohen, S.2    Istas, J.3
  • 4
    • 0041350470 scopus 로고    scopus 로고
    • Anisotropic analysis of regularity in a two-dimensional Gaussian model
    • A. Bonami A. Estrade 2003 Anisotropic analysis of regularity in a two-dimensional Gaussian model J. of Fourier Anal. and Appl. 9 215 236
    • (2003) J. of Fourier Anal. and Appl. , vol.9 , pp. 215-236
    • Bonami, A.1    Estrade, A.2
  • 5
    • 0035402790 scopus 로고    scopus 로고
    • Cramèr-Rao bounds for fractional Brownian motions
    • J-F. Coeurjolly J. Istas 2001 Cramèr-Rao bounds for fractional Brownian motions Stat. Proba. Letters. 53 435 447
    • (2001) Stat. Proba. Letters. , vol.53 , pp. 435-447
    • Coeurjolly, J.-F.1    Istas, J.2
  • 6
    • 0002029613 scopus 로고
    • Gaussian and their subordinated self-similar random fields
    • R.L. Dobrushin 1979 Gaussian and their subordinated self-similar random fields Ann. Proba. 7 1 28
    • (1979) Ann. Proba. , vol.7 , pp. 1-28
    • Dobrushin, R.L.1
  • 7
    • 0031521238 scopus 로고    scopus 로고
    • Quadratic variations and estimation of the Hölder index of a Gaussian process
    • J. Istas G. Lang 1997 Quadratic variations and estimation of the Hölder index of a Gaussian process Ann. Inst. Poincaré. 33 407 436
    • (1997) Ann. Inst. Poincaré. , vol.33 , pp. 407-436
    • Istas, J.1    Lang, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.