Approach to an irregular time series on the basis of the fractal theory

DOI10.1016/0167-2789(88)90081-4zbMath0649.58046MaRDI QIDQ1105889

S. H. Smith

Publication date: 1988

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(88)90081-4

zbMATH Keywords

fractal dimension; fractional Brownian function

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

58Z05: Applications of global analysis to the sciences

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior