Relationship between the fractal dimension and the power law index for a time series: A numerical investigation
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Publication:2640297
DOI10.1016/0167-2789(90)90039-RzbMath0719.62105OpenAlexW2020743612WikidataQ112879955 ScholiaQ112879955MaRDI QIDQ2640297
Publication date: 1990
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-2789(90)90039-r
time domaindiscrete Fourier transformfractal dimensionphase distributionpower spectrum densityself-affinepower law index
Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99)
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