Identifying the multifractional function of a Gaussian process
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Publication:1273015
DOI10.1016/S0167-7152(98)00078-9zbMath0931.60022OpenAlexW2070509144MaRDI QIDQ1273015
Jacques Istas, Serge Cohen, Albert Benassi
Publication date: 2 March 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00078-9
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Cites Work
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- Elliptic Gaussian random processes
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- MULTIFRACTAL SEGMENTATION OF IMAGES
- ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
- On the performance of box-counting estimators of fractal dimension
- Fractional Brownian Motions, Fractional Noises and Applications
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