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Pré-Publication, Document De Travail Année : 2006

Estimation of anisotropic Gaussian fields through Radon transform

Hermine Biermé
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Résumé

We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification based on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional Brownian field and prove that these processes admit a spectral density satisfying the previous assumptions.
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Dates et versions

hal-00019841 , version 1 (28-02-2006)
hal-00019841 , version 2 (13-12-2006)

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Hermine Biermé. Estimation of anisotropic Gaussian fields through Radon transform. 2006. ⟨hal-00019841v1⟩
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