Estimation of the self-similarity parameter using the wavelet transform (Q948352)

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Estimation of the self-similarity parameter using the wavelet transform
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    Estimation of the self-similarity parameter using the wavelet transform (English)
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    16 October 2008
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    self-similar processes
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    fractional Brownian motion
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    wavelet transform
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    Gumbel distribution
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    linear regression estimation
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