Local correlation dimension of multidimensional stochastic process

DOI10.1016/j.spl.2021.109262zbMath1478.60116OpenAlexW3202712314MaRDI QIDQ2070626

Zouhaier Dhifaoui, Jean-Marc Bardet

Publication date: 24 January 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109262

zbMATH Keywords

Hausdorff dimensionoccupation measuresemi-parametric estimationGaussian kernel correlation integrallocal correlation dimension

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

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• Hausdorff-type measures of the sample paths of fractional Brownian motion
• Dimension results for Gaussian vector fields and index-\(\alpha\) stable fields
• From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields

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