Identifying the anisotropical function of a d-dimensional Gaussian self-similar process with stationary increments

Jacques Istas (1)

1 SMS - Statistique et Modélisation Stochatisque

We perform the estimation of the anisotropical function of a Gaussian self-similar process with stationary increments.

Mots clés: fractional brownian motion; self-similarity; anisotropy

Domaines: Probabilités [math.PR]

Jacques Istas. Identifying the anisotropical function of a d-dimensional Gaussian self-similar process with stationary increments. Statistical Inference for Stochastic Processes, 2007, 10 (1), pp.97-106. ⟨10.1007/s11203-006-0002-5⟩. ⟨hal-00171455⟩