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 maximizing the likelihood function. We then compare the MLE with the box-dimension estimation method.
Balghonaim
A S
AS
Keller
J M
JM