Discretization of continuous time discrete scale invariant processes: estimation and spectra (Q315677)
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scientific article; zbMATH DE number 6629233
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| English | Discretization of continuous time discrete scale invariant processes: estimation and spectra |
scientific article; zbMATH DE number 6629233 |
Statements
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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0.8875781297683716
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0.8591015934944153
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0.8492822051048279
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0.8406376838684082
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0.7501245737075806
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