A Monte Carlo method for estimating the correlation exponent (Q2499994)
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scientific article; zbMATH DE number 5048656
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| English | A Monte Carlo method for estimating the correlation exponent |
scientific article; zbMATH DE number 5048656 |
Statements
A Monte Carlo method for estimating the correlation exponent (English)
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23 August 2006
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Correlation exponent
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correlation dimension
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Hill estimator
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Monte Carlo method
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bootstrap
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0.7187408804893494
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0.698944628238678
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0.6934779286384583
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