Geodesic
Comparative analysis of two numerical methods to measure Hausdorff dimension of the fractional Brownian motion
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 2, pp. 201-218

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The objective of the paper is to study by Monte Carlo simulation statistical properties of two numerical methods (the extended counting method and the variance counting method) developed to estimate the Hausdorff dimension of a time series and applied to the fractional Brownian motion. 
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     author = {S. M. Prigarin and K. Hahn and G. Winkler},
     title = {Comparative analysis of two numerical methods to measure {Hausdorff} dimension of the fractional {Brownian} motion},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
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S. M. Prigarin; K. Hahn; G. Winkler. Comparative analysis of two numerical methods to measure Hausdorff dimension of the fractional Brownian motion. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 2, pp. 201-218. http://geodesic.mathdoc.fr/item/SJVM_2008_11_2_a6/