Multivariate Hadamard self-similarity: testing fractal connectivity
From MaRDI portal
Publication:1691264
DOI10.1016/j.physd.2017.07.001zbMath1381.62121arXiv1701.04366MaRDI QIDQ1691264
Herwig Wendt, Sébastien Combrexelle, Patrice Abry, Gustavo Didier
Publication date: 15 January 2018
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.04366
confidence intervals; hypothesis testing; wavelet analysis; fractal connectivity; Hadamard self-similarity; multivariate self-similarity
62H15: Hypothesis testing in multivariate analysis
60G22: Fractional processes, including fractional Brownian motion
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