Hana Sevcikova

  1. Estimators of Fractal Dimension: Assessing the Roughness of Time Series and Spatial Data.

    Authors: Tilmann Gneiting, Donald B. Percival, Hana Sevcikova
    Subjects: Methodology
    Abstract

    The fractal or Hausdorff dimension is a measure of roughness (or smoothness)
    for time series and spatial data. The graph of a smooth, differentiable surface
    indexed in R^d has topological and fractal dimension d. If the surface is
    non-differentiable and rough, the fractal dimension takes values between the
    topological dimension, d, and d + 1. We review and assess estimators of fractal
    dimension by their large sample behavior under infill asymptotics, in extensive
    finite sample simulation studies, and in a data example on arctic sea-ice
    profiles.

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