2007
DOI: 10.1051/ps:2007031
|View full text |Cite
|
Sign up to set email alerts
|

Estimation of anisotropic Gaussian fields through Radon transform

Abstract: Abstract.We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional Brownian field and prove that these processes admit a… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
2

Citation Types

0
26
0

Year Published

2009
2009
2024
2024

Publication Types

Select...
4
1

Relationship

1
4

Authors

Journals

citations
Cited by 19 publications
(26 citation statements)
references
References 22 publications
0
26
0
Order By: Relevance
“…We denote V N,u (θ) the variations of the projection Y = R ρ X(θ, ·) defined by Equations (8) and (12). In Theorem 2.3 of [11], we established that (14)…”
Section: Generalized Quadratic Variationsmentioning
confidence: 89%
See 4 more Smart Citations
“…We denote V N,u (θ) the variations of the projection Y = R ρ X(θ, ·) defined by Equations (8) and (12). In Theorem 2.3 of [11], we established that (14)…”
Section: Generalized Quadratic Variationsmentioning
confidence: 89%
“…In [35] and Proposition 1.3 of [11], the convergence of this estimator to H with asymptotic normality was shown under some appropriate assumptions on the variogram of Y or on its spectral density. In the context of the EFBF, we use the generalized quadratic variations of the projected fields.…”
Section: Generalized Quadratic Variationsmentioning
confidence: 99%
See 3 more Smart Citations