کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8904586 1633709 2017 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Wavelet-based estimator for the hurst parameters of fractional brownian sheet
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Wavelet-based estimator for the hurst parameters of fractional brownian sheet
چکیده انگلیسی
It is proposed a class of statistical estimators Ĥ = (Ĥ1, … Ĥ) for the Hurst parameters H =(H1, …, Hd) of fractional Brownian field via multi-dimensional wavelet analysis and least squares, which are asymptotically normal. These estimators can be used to detect self-similarity and long-range dependence in multi-dimensional signals, which is important in texture classification and improvement of diffusion tensor imaging (DTI) of nuclear magnetic resonance (NMR). Some fractional Brownian sheets will be simulated and the simulated data are used to validate these estimators. We find that when Hi ≥ ½, the estimators are accurate, and when Hi < ½, there are some bias.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Acta Mathematica Scientia - Volume 37, Issue 1, January 2017, Pages 205-222
نویسندگان
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