@inproceedings{ebcb57ded9e84e2eb11128f85e6fe6ca,
title = "Maximum likelihood estimation of the fractal dimensions of stochastic fractals and Cramer-Rao bounds",
abstract = "A maximum likelihood (ML) estimator for the parameters of Gaussian versions of the fractionally differenced white-noise process is developed. A closed-form expression for the likelihood equation is given, and Cramer-Rao bounds are computed for finite-size sample data sets. It is shown how the theory can be extended to the case where the fractionally differenced white-noise process is observed in the presence of white noise. The results obtained with this ML approach are satisfactory, with a mean square error which is very close to the theoretically computed Cramer-Rao bound.",
author = "Tewfik, \{Ahmed H.\} and Mohamed Deriche",
year = "1991",
language = "English",
isbn = "078030033",
series = "Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing",
publisher = "Publ by IEEE",
pages = "3381--3384",
booktitle = "Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing",
note = "Proceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91 ; Conference date: 14-05-1991 Through 17-05-1991",
}