Stochastic Models That Separate Fractal Dimension and the Hurst Effect¶

Gneiting, T., & Schlather, M. (2004). Stochastic Models That Separate Fractal Dimension and the Hurst Effect. SIAM Review, 269-282.

Type: Journal article
Intellectual base: Primary research
Year: 2004
DOI: 10.1137/s0036144501394387
Link: https://doi.org/10.1137/S0036144501394387

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Hurst Exponent
- Gneiting and Schlather construct stochastic models in which fractal dimension, a local roughness property, and the Hurst effect, a global dependence property, vary independently.

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