Identification of a locally self-similar Gaussian process by using convex rearrangements

DOI10.1023/A:1020645709273zbMath1008.60053OpenAlexW191476465MaRDI QIDQ1851137

Anne Philippe, Emmanuel Thilly

Publication date: 15 December 2002

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020645709273

zbMATH Keywords

Gaussian processfractal dimensionself-similar processconvex rearrangementsHölder index

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Simulation of dynamical systems (37M05)

Related Items (4)

Generalized Lorenz curves and convexifications of stochastic processes ⋮ Innovative methods for modeling of scale invariant processes ⋮ Convex rearrangements of Lévy processes ⋮ Estimation of the local regularity index of a sample path

This page was built for publication: Identification of a locally self-similar Gaussian process by using convex rearrangements