Discretization of continuous time discrete scale invariant processes: estimation and spectra (Q315677)

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Discretization of continuous time discrete scale invariant processes: estimation and spectra
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    Discretization of continuous time discrete scale invariant processes: estimation and spectra (English)
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    22 September 2016
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    continuous-time discrete scale invariant processes
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    discretization
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    time-dependent Hurst parameter
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    estimation
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    spectral representation
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