Search Results - subject:"Operator scaling"

Scaling transition for long-range dependent Gaussian random fields

Puplinskaitė, Donata; Surgailis, Donatas - In: Stochastic Processes and their Applications 125 (2015) 6, pp. 2256-2271

In Puplinskaitė and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields X on Z2 in terms of partial sums limits, or scaling limits, of X over rectangles whose sides grow at possibly different rate. The present paper establishes the existence of scaling...

Persistent link: https://www.econbiz.de/10011209776

Parameter estimation for operator scaling random fields

Lim, C.Y.; Meerschaert, M.M.; Scheffler, H.-P. - In: Journal of Multivariate Analysis 123 (2014) C, pp. 172-183

Operator scaling random fields are useful for modeling physical phenomena with different scaling properties in each …

Persistent link: https://www.econbiz.de/10010718987

Operator scaling stable random fields

Biermé, Hermine; Meerschaert, Mark M.; Scheffler, … - In: Stochastic Processes and their Applications 117 (2007) 3, pp. 312-332

A scalar valued random field is called operator-scaling if for some dxd matrix E with positive real parts of the … average and a harmonizable representation of stable operator scaling random fields by utilizing so called E …

Persistent link: https://www.econbiz.de/10008873729