Estimators of fractal dimension: assessing the roughness of time series and spatial data
From MaRDI portal
Publication:5962692
DOI10.1214/11-STS370zbMath1330.62354arXiv1101.1444MaRDI QIDQ5962692
Hana Ševčíková, Donald B. Percival, Tilmann Gneiting
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
robustnessGaussian processHausdorff dimensionvariogramsmoothnessbox-countmadogrampower variationsea-ice thicknessvariation estimator
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)
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