Estimation of the self-similarity parameter using the wavelet transform (Q948352)
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scientific article; zbMATH DE number 5352214
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| English | Estimation of the self-similarity parameter using the wavelet transform |
scientific article; zbMATH DE number 5352214 |
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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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0.8112072348594666
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0.80931556224823
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