Estimators of fractal dimension: assessing the roughness of time series and spatial data

DOI10.1214/11-STS370zbMath1330.62354arXiv1101.1444MaRDI QIDQ5962692

Tilmann Gneiting, Hana Ševčíková, Donald B. Percival

Publication date: 16 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1444

zbMATH Keywords

robustness; Gaussian process; Hausdorff dimension; variogram; smoothness; box-count; madogram; power variation; sea-ice thickness; variation estimator

Mathematics Subject Classification ID

62M30: Inference from spatial processes

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

60G22: Fractional processes, including fractional Brownian motion

62F10: Point estimation

Uses Software

• R
• wavelets
• dvfBm
• fractaldim
• wmtsa