ON THE FRACTAL NATURE OF EMPIRICAL INCREMENTS

Authors
DEHEUVELS P MASON DM
Citation
P. Deheuvels et Dm. Mason, ON THE FRACTAL NATURE OF EMPIRICAL INCREMENTS, Annals of probability, 23(1), 1995, pp. 355-387
Citations number
20
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
23
Issue
1
Year of publication
1995
Pages
355 - 387
Database
ISI
SICI code
0091-1798(1995)23:1<355:OTFNOE>2.0.ZU;2-W
Abstract
We prove that the set of points where exceptional oscillations of empi rical and related processes occur infinitely often is a random fractal , and evaluate its Hausdorff dimension.