An Estimate of the Fractal Index Using Multiscale Aggregates

DOI10.1111/1467-9892.00087MaRDI QIDQ3838316zbMATH OpenOpenAlexFDO

Authors Jean-Michel Poggi, Marie-Claude Viano

Publication date 27 October 1998

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

Full work available at URL https://doi.org/10.1111/1467-9892.00087

zbMATH Keywords

confidence intervalelectricity demandestimation of fractal indexfractional Brownian motionsintermediate memorylong memoryself-similarity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Applications of statistics (62P99)

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