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...
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| Other Authors: | , |
| Format: | article |
| Published: |
1998
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/14434/1/14434_1.pdf https://eprints.kfupm.edu.sa/id/eprint/14434/2/14434_2.doc |
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