Wavelet-based Estimator for the Hurst Parameters of Fractional Brownian Sheet

Liang Wu, Yiming Ding

It is proposed a class of statistical estimators $\hat{H}=({\hat{H}}_1,\dots ,{\hat{H}}_d)$ for the Hurst parameters $H=(H_1,\dots ,H_d)$ of fractional Brownian field via multi-dimen…