A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149)
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scientific article; zbMATH DE number 6384618
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| English | A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY |
scientific article; zbMATH DE number 6384618 |
Statements
A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (English)
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8 January 2015
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distance
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fractional Brownian motion
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Kolmogorov-Smirnov test
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self-similarity
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0.90466297
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0.8891884
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0.8677993
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0.86433876
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0.86234874
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0.8588887
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