Local correlation dimension of multidimensional stochastic process
type: Item
instance of: scholarly article
title: Local correlation dimension of multidimensional stochastic process
zbMATH Open document ID: 1478.60116
author: Zouhaier Dhifaoui
author: Jean-Marc Bardet
published in: Statistics \& Probability Letters
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 7462383
zbMATH Keywords: occupation measure
zbMATH Keywords: Hausdorff dimension
zbMATH Keywords: local correlation dimension
zbMATH Keywords: Gaussian kernel correlation integral
zbMATH Keywords: semi-parametric estimation
MaRDI profile type: Publication
full work available at URL: j.spl.2021.109262
OpenAlex ID: W3202712314
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cites work: A consistent approach to least squares estimation of correlation dimension in weak Bernoulli dynamical systems
cites work: Q5817559
cites work: Dimension results for Gaussian vector fields and index-\(\alpha\) stable fields
cites work: Hausdorff-type measures of the sample paths of fractional Brownian motion
DOI: 10.1016/J.SPL.2021.109262
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description: scientific article; zbMATH DE number 7462383