AUTOCOVARIANCE AND INCREMENTS OF DEVIATION OF FRACTAL INTERPOLATION FUNCTIONS FOR RANDOM DATASETS
Keyword(s):
In this paper we consider the expectation, the autocovariance, and increments of the deviation of a fractal interpolation function [Formula: see text] corresponding to a random dataset [Formula: see text]. We show that the covariance of [Formula: see text] and [Formula: see text] is a fractal interpolation function on [Formula: see text] for each fixed [Formula: see text], where [Formula: see text]. We also prove that, for a fixed [Formula: see text], the covariance of [Formula: see text] and [Formula: see text] is a fractal interpolation function on [Formula: see text]. A special type of increments of the deviation of [Formula: see text] is also investigated.
2021 ◽
Vol 66
(2)
◽
pp. 247-255