Multivariate Hadamard self-similarity: testing fractal connectivity

DOI10.1016/j.physd.2017.07.001zbMath1381.62121arXiv1701.04366OpenAlexW2962892738MaRDI QIDQ1691264

Herwig Wendt, Sébastien Combrexelle, Patrice Abry, Gustavo Didier

Publication date: 15 January 2018

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.04366

zbMATH Keywords

confidence intervalshypothesis testingwavelet analysisfractal connectivityHadamard self-similaritymultivariate self-similarity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Fractional processes, including fractional Brownian motion (60G22)

Related Items

Tempered fractional Brownian motion: wavelet estimation, modeling and testing, Multivariate Hadamard self-similarity: testing fractal connectivity, Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity, Two-step wavelet-based estimation for Gaussian mixed fractional processes, Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments

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