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math.ST2005
Saddlepoint approximation for moment generating functions of truncated random variables
Ronald W. Butler, Andrew T. A. Wood
We consider the problem of approximating the moment generating function (MGF) of a truncated random variable in terms of the MGF of the underlying (i.e., untruncated) random variab…
math.ST2004
Estimation of fractal dimension for a class of Non-Gaussian stationary processes and fields
Grace Chan, Andrew T. A. Wood
We present the asymptotic distribution theory for a class of increment-based estimators of the fractal dimension of a random field of the form g{X(t)}, where g:R\to R is an unknown…