Self-similarity and Lamperti transformation for random fields

Stochastic Models

Volumn 23, Issue 3, 2007, Pages 397-411

  Genton, Marc G ^a,b   Perrin, Olivier ^c,d   Taqqu, Murad S ^e  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b TEXAS A AND M UNIVERSITY   (United States)

^c TOULOUSE SCHOOL OF ECONOMICS   (France)

^d LERNA   (France)

^e Boston University   (United States)

Author keywords

Fractional Brownian sheet; Lamperti transformation; Local stationarity; Lvy fractional Brownian random field; Random field; Reducibility; Self similarity

Indexed keywords

BROWNIAN RANDOM FIELDS; FRACTIONAL BROWNIAN SHEETS; LAMPERTI TRANSFORMATIONS; LOCAL STATIONARITY; SELF-SIMILARITY;

CLIMATOLOGY; ENVIRONMENTAL ENGINEERING; MATHEMATICAL TRANSFORMATIONS; STOCHASTIC MODELS;

RANDOM PROCESSES;

EID: 34547485571     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340701471018     Document Type: Article

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