Periodogram-based estimators of fractal properties

DOI10.1214/aos/1176324319zbMath0843.62090OpenAlexW2067991671MaRDI QIDQ1914265

D. S. Poskitt, Grace Chan, Hall, Peter

Publication date: 21 August 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324319

zbMATH Keywords

frequencyasymptotic distributionconsistencyvariancefractal dimensionbiasperiodogramcovarianceself-similar processaliasingfractal indexsimple linear regressioncontinuous, stationary Gaussian processcosine componentsemiperiodogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

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