Computing pointwise fractal dimension by conditioning in multivariate distributions and time series

DOI10.2307/3318667zbMath0970.37039OpenAlexW1969448243MaRDI QIDQ1572825

Colleen D. Cutler

Publication date: 15 October 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081616697

zbMATH Keywords

time seriesMarkov processiterated function systemmissing datastochastic dynamical systemmultivariate distributionspointwise dimensionGrassberger-Procaccia algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Distribution theory (60E99) Random dynamical systems (37H99)

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