Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet (Q2408870)
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scientific article; zbMATH DE number 6794984
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| English | Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet |
scientific article; zbMATH DE number 6794984 |
Statements
Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet (English)
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20 October 2017
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long-range dependence
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self-similarity
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Hurst parameters
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wavelet analysis
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fractional Brownian sheet
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0.8468973636627197
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0.8467933535575867
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0.7877359986305237
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