Stochastic models that separate fractal dimension and the hurst effect

SIAM Review

Volumn 46, Issue 2, 2004, Pages 269-282

  Gneiting, Tilmann ^a   Schlather, Martin ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b UNIVERSITY OF LUXEMBOURG   (Luxembourg)

Author keywords

Cauchy class; Fractal dimension; Fractional Brownian motion; Hausdorff dimension; Hurst coefficient; Long range dependence; Power law covariance; Self similar; Simulation

Indexed keywords

CAUCHY CLASS; FRACTAL DIMENSIONS; FRACTIONAL BROWNIAN MOTION; HAUSDORFF DIMENSIONS; HURST COEFFICIENT; LONG-RANGE DEPENDENCE; POWER-LAW COVARIANCE; SELF-SIMILAR;

BROWNIAN MOVEMENT; COMPUTER SIMULATION; CORRELATION METHODS; FRACTALS; FUNCTIONS; GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL MODELS; SOFTWARE ENGINEERING; SURFACE ROUGHNESS; WORLD WIDE WEB;

STOCHASTIC PROGRAMMING;

EID: 3142710385     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036144501394387     Document Type: Article

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