Periodogram-based estimators of fractal properties
type: Item
instance of: scholarly article
title: Periodogram-based estimators of fractal properties
zbMATH Open document ID: 0843.62090
author: Grace Chan
author: D. S. Poskitt
author: Peter Hall
published in: The Annals of Statistics
publication date: 1996-08-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 885115
zbMATH Keywords: semiperiodogram
zbMATH Keywords: consistency
zbMATH Keywords: self-similar process
zbMATH Keywords: periodogram
zbMATH Keywords: fractal index
zbMATH Keywords: fractal dimension
zbMATH Keywords: continuous, stationary Gaussian process
zbMATH Keywords: cosine component
zbMATH Keywords: simple linear regression
zbMATH Keywords: frequency
zbMATH Keywords: bias
zbMATH Keywords: variance
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: covariance
zbMATH Keywords: aliasing
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324319
OpenAlex ID: W2067991671
DOI: 10.1214/AOS/1176324319
description: scientific article; zbMATH DE number 885115