On the Effect of Measuring a Self-Similar Process

DOI10.1137/S0036139992236566zbMATH Open0827.60024OpenAlexW2001377013MaRDI QIDQ4845110FDOQ4845110

Authors: Peter Hall 

Publication date: 26 November 1995

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036139992236566

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zbMATH Keywords

fractal dimensionHausdorff dimensionfilterfractal indexstylusself-similarity propertystochastic fractal processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Gaussian processes (60G15) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Cited In (4)

• Generalized Cauchy model of sea level fluctuations with long-range dependence
• Record length requirement of long-range dependent teletraffic
• Approach to an irregular time series on the basis of the fractal theory
• Statistical estimation for a class of self-regulating processes

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