Periodogram-based estimators of fractal properties
DOI10.1214/aos/1176324319zbMath0843.62090MaRDI QIDQ1914265
D. S. Poskitt, Grace Chan, Hall, Peter
Publication date: 21 August 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324319
frequency; asymptotic distribution; consistency; variance; fractal dimension; bias; periodogram; covariance; self-similar process; aliasing; fractal index; simple linear regression; continuous, stationary Gaussian process; cosine component; semiperiodogram
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
65C99: Probabilistic methods, stochastic differential equations
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