Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters |
scientific article |
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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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