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Random processes with long-range dependence and high variability

โœ Scribed by Taqqu, Murad S.


Book ID
119720951
Publisher
American Geophysical Union
Year
1987
Tongue
English
Weight
348 KB
Volume
92
Category
Article
ISSN
0148-0227

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This paper considers random fields with spectral den&y having a pole of fractional order at the origin. Thus class of models offers a suitable framework for studying long-range spatial correlation. An approxrmation to the likelihood function is given for the estimation of model parameters. The conve