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Activity Number: 663 - New Developments in Modern Statistical Estimation Theory
Type: Contributed
Date/Time: Thursday, August 3, 2017 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #324929
Title: Joint Asymptotics for Estimating the Fractal Indices of Bivariate Gaussian Processes
Author(s): Yuzhen Zhou* and Yimin Xiao
Companies: University of Nebraska-Lincoln and Michigan State University
Keywords: Fractal Indices ; Bivariate Gaussian Process ; Bivariate Matern Field ; Joint Asymptotics
Abstract:

For modeling multiple variables, the fractal indices of the components of the underlying multivariate process play a key role in characterizing the dependence structure among the components and statistical properties of the multivariate process.

In this paper, under the infill asymptotics framework, we establish joint asymptotic results for the increment-based estimators for bivariate fractal indices. Our main results show the effect of the cross dependence structure on the performance of the estimators.


Authors who are presenting talks have a * after their name.

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