Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 1746-1753 |
| Number of pages | 8 |
| Journal | IEEE Transactions on Image Processing |
| Volume | 7 |
| Issue number | 12 |
| DOIs | |
| State | Published - 1998 |
Keywords
- Fractal dimension
- Fractional Brownian motion
- Maximum likelihood
- Parameter estimation
ASJC Scopus subject areas
- Software
- Computer Graphics and Computer-Aided Design