Correlation Dimension of Fractional Gaussian Noise: New Evidence from Wavelets

DOI10.1142/S0218127414500412zbMath1296.62160MaRDI QIDQ3191923

Samir Benammou, Zouhaier Dhifaoui, Hedi Kortas

Publication date: 26 September 2014

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

waveletscorrelation dimensionHölder spacefractional Gaussian noiseGrassberger-Procaccia algorithm

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Numerical methods for wavelets (65T60)

Cites Work

• Ten Lectures on Wavelets
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