Abstract
We consider the identification of the relevant parameters of the symbol of the pseudo-differential operator defining an Elliptic Gaussian Random Process. This identification is done by using the observation of the discretization of one sample path of the process. Constructive estimators based on generalization of quadratic variations are given. Almost sure convergence of these estimators is proved.
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© 1997 Springer-Verlag London Limited
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Benassi, A., Cohen, S., Istas, J., Jaffard, S. (1997). Identification of Elliptic Gaussian Random Processes. In: Lévy Véhel, J., Lutton, E., Tricot, C. (eds) Fractals in Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-0995-2_10
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DOI: https://doi.org/10.1007/978-1-4471-0995-2_10
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