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Published in:
2013 | OriginalPaper | Chapter
5. Statistics
Authors : Serge Cohen, Jacques Istas
Published in: Fractional Fields and Applications
Publisher: Springer Berlin Heidelberg
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Abstract
In this chapter we would like to discuss the use of the models introduced in the previous chapters for Statistics. One of the major question is the estimation of the various parameters in those models. The common framework of this estimation is that we observe only one sample path of the field on a finite set of locations in a compact set. Most of the results will then be asymptotics, when the mesh of the grid of the locations where the fields are observed is decreasing to 0. In short we are doing fill-in statistics.