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Estimation of anisotropic Gaussian fields through Radon transform

Published online by Cambridge University Press:  13 November 2007

Hermine Biermé  and
Frédéric Richard
Hermine Biermé
Affiliation:
MAP5-UMR 8145, Université René Descartes45, rue des Saints-Pères, 75270 Paris cedex 06 France, [email protected]; [email protected]
Frédéric Richard
Affiliation:
MAP5-UMR 8145, Université René Descartes45, rue des Saints-Pères, 75270 Paris cedex 06 France, [email protected]; [email protected]
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Abstract

We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional Brownian field and prove that these processes admit a spectral density satisfying the previous assumptions. Finally we use simulated fields to test the proposed estimator in different anisotropic and isotropic cases. Results show that the estimator behaves similarly in all cases and is able to detect anisotropy quiteaccurately.

Keywords

Anisotropic Gaussian fieldsidentificationestimatorasymptotic normalityRadon transform.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 12 , 2008 , pp. 30 - 50
Copyright
© EDP Sciences, SMAI, 2008

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