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Wavelet estimation of the memory parameter for long range dependent random fields

โœ Scribed by Wang, Lihong; Wang, Jinde


Book ID
121621245
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
226 KB
Volume
55
Category
Article
ISSN
0932-5026

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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