A maximum likelihood estimate for two-variable fractal surface
The fractal dimension estimate for two-variable fractional Brownian motion using the maximum likelihood estimate (MLE) is developed. We formulate a model to describe the two-variable fractional Brownian motion, then derive the likelihood function for that model and estimate the fractal dimension by...
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | , |
| التنسيق: | article |
| منشور في: |
1998
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://eprints.kfupm.edu.sa/id/eprint/14434/1/14434_1.pdf https://eprints.kfupm.edu.sa/id/eprint/14434/2/14434_2.doc |
| الوسوم: |
إضافة وسم
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| الملخص: | The fractal dimension estimate for two-variable fractional Brownian motion using the maximum likelihood estimate (MLE) is developed. We formulate a model to describe the two-variable fractional Brownian motion, then derive the likelihood function for that model and estimate the fractal dimension by maximizing the likelihood function. We then compare the MLE with the box-dimension estimation method |
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