Parameter Estimation for H-self-similar Stable Fields


  • Dang Thi To Nhu University of Economics, The University of Danang, Danang city, Vietnam


H-sssi fields, stable fields, self-similarity parameter estimator, stability parameter estimator, negative power variations


In this work, we are interested in gif.latex?H-sssi gif.latex?\alpha- stable fields, that is, in stable random fields that are self-similar with parameter $H$ and have stationary increments. We give two estimators of the stability and the self-similar indices based on gif.latex?\beta-negative power variations with 2<\beta<0. The consistency of those two estimators are also proved. We illustrate these convergences with some examples: Levy fractional Brownian field, well-balanced linear fractional stable field and Takenaka random field.


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How to Cite

Thi To Nhu, D. . (2023). Parameter Estimation for H-self-similar Stable Fields. Thailand Statistician, 21(3), 484–497. Retrieved from