ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS

DOI10.1111/j.1467-9892.1994.tb00214.xzbMath0815.62060OpenAlexW2113161618MaRDI QIDQ4319853

Andrew T. A. Wood, Andrey Feuerverger

Publication date: 29 June 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00214.x

zbMATH Keywords

smoothnessfractal dimensionlevel crossingsfractal indexupcrossingasymptotic bias and varianceaverage numbers of crossingscrossing countssmoothing bandwidths

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

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Cites Work

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• Extremes and related properties of random sequences and processes
• Time series: theory and methods
• Correlation theory of stationary and related random functions. Volume I: Basic results
• On the relationship between fractal dimension and fractal index for stationary stochastic processes
• On the performance of box-counting estimators of fractal dimension

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