Testing self-similarity through Lamperti transformations (Q321448)
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scientific article; zbMATH DE number 6638293
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| English | Testing self-similarity through Lamperti transformations |
scientific article; zbMATH DE number 6638293 |
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Testing self-similarity through Lamperti transformations (English)
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13 October 2016
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fractional Brownian sheet
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Hurst coefficient
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hypothesis test
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multi-self-similarity
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random fields
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stationarity
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0.8891884
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0.8683716
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0.8492428
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0.8441737
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0.84334975
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0.8424505
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