Multi-operator scaling random fields

In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. A...

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Veröffentlicht in:	Stochastic processes and their applications 2011-11, Vol.121 (11), p.2642-2677
Hauptverfasser:	Biermé, Hermine, Lacaux, Céline, Scheffler, Hans-Peter
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Gaussian and stable random fields Gaussian and stable random fields Local operator scaling property Holder regularity Hölder regularity Inference from stochastic processes time series analysis Local operator scaling property Mathematics Probability Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Statistics Stochastic analysis Stochastic processes
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