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Journal Articles Journal of Statistical Planning and Inference Year : 2006

Identification of an isometric transformation of the standard brownian sheet

Abstract

We use quadratic variations to identify almost surely the coordinate system where the brownian sheet is defined. This identification is carried out with the help of an algorithmic-lik procedure.
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Dates and versions

hal-00271988 , version 1 (10-04-2008)

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Serge Cohen, Xavier Guyon, Olivier Perrin, Monique Pontier. Identification of an isometric transformation of the standard brownian sheet. Journal of Statistical Planning and Inference, 2006, 136 (4), pp.1317-1330. ⟨10.1016/j.jspi.2004.09.012⟩. ⟨hal-00271988⟩
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