Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678): Difference between revisions

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Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters
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    Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (English)
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    24 July 2015
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    linear fractional stable motion
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    self-similarity
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    Hurst parameter
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    tail index
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    stable index
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