Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram

MARIA DOLORES RUIZ-MEDINA; ROSA MARIA CRUJEIRAS

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Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram

机译：基于小波周期图的分形随机字段的最小对比度参数估计

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摘要

The weak-consistency of the wavelet periodogram is established for a class of semiparametric fractal Gaussian random fields with local behavior equivalent to the fractional Brownian motion. This result is derived considering a class of isotropic wavelet functions of Haar type. As a consequence, the consistency of a minimum contrast estimator of the fractal parameter, based on the wavelet periodogram, is obtained.

机译：小波周期图的弱一致性是针对一类半占分子高斯随机场建立的，其具有与分数布朗运动相当的局部行为。考虑到Haar类型的一类各向同性小波函数来导出该结果。结果，获得了基于小波周期图的分形参数的最小造影剂的一致性。

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来源
《Communications in Statistics》 |2011年第21期|p.3599-3613|共15页
作者
MARIA DOLORES RUIZ-MEDINA; ROSA MARIA CRUJEIRAS;
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作者单位

Department of Statistics and Operations Research University of Granada Granada Spain;

Department of Statistics and Operations Research University of Santiago de Compostela Santiago de Compostela Spain;

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原文格式 PDF
正文语种 eng
中图分类
关键词
fractal gaussian random fields; minimum contrast estimation; wavelet periodogram; weak-consistency;

机译：分形高斯随机田地;最小对比度估计;小波期图;弱点;

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1. A CENTRAL LIMIT RESULT IN THE WAVELET DOMAIN FOR MINIMUM CONTRAST ESTIMATION OF FRACTAL RANDOM FIELDS [J] . M. D. RUIZ-MEDINA, R. M. CRUJEIRAS Theory of probability and its applications . 2013,第3期

机译：小波域中的分形随机场最小对比度估计的中心极限结果
2. Minimum contrast estimation of stationary processes based on the squared periodogram* [J] . Sakhno L. Lithuanian mathematical journal . 2012,第4期

机译：基于平方周期图的平稳过程的最小对比度估计*
3. A multifractal formalism for vector-valued random fields based on wavelet analysis: application to turbulent velocity and vorticity 3D numerical data [J] . Pierre Kestener, Alain Arneodo Stochastic environmental research and risk assessment . 2008,第3期

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5. Minimum Hellinger distance estimation of parameters in the random censorship model [D] . Yang, Song 1988

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6. A Novel Multiband Spectrum Sensing Method Based on Wavelets and the Higuchi Fractal Dimension [O] . Yanqueleth Molina-Tenorio, Alfonso Prieto-Guerrero, Rafael Aguilar-Gonzalez 2019

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Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram

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