On the Effect of Measuring a Self-Similar Process

DOI10.1137/S0036139992236566zbMath0827.60024OpenAlexW2001377013MaRDI QIDQ4845110

Hall, Peter

Publication date: 26 November 1995

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036139992236566

zbMATH Keywords

Hausdorff dimensionfractal dimensionfilterfractal indexstylusself-similarity propertystochastic fractal processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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