Parameter estimation of selfsimilarity exponents (Q2482610)
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scientific article; zbMATH DE number 5266936
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| English | Parameter estimation of selfsimilarity exponents |
scientific article; zbMATH DE number 5266936 |
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Parameter estimation of selfsimilarity exponents (English)
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23 April 2008
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operator semi-selfsimilar process
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Ornstein-Uhlenbeck type process
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parameter estimation
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selfsimilarity exponent
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spectral decomposition
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0.7852233648300171
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0.7733412384986877
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0.7733412384986877
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