Biases in the simulation and analysis of fractal processes

DOI10.1155/2019/4025305MaRDI QIDQ2283757zbMATH OpenOpenAlexWikidataFDO

Authors Clément Roume, Samar Ezzina, Hubert Blain, D. Delignières

Publication date 13 January 2020

Published in Computational \& Mathematical Methods in Medicine (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/4025305

zbMATH Keywords

rehabilitationfractal processesspectral synthesis methodARFIMA simulation methodDavies-Harte algorithm

Mathematics Subject Classification ID

Medical applications (general) (92C50) Fractals (28A80)

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• scientific article; zbMATH DE number 1344924
• Fractals in probability and analysis
• Estimation of intrinsic processes affected by additive fractal noise

Cites work

• scientific article; zbMATH DE number 1807619 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion
• Degeneracy and long-range correlations
• ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
• Fractal analyses for `short' time series: A re-assessment of classical methods
• Fractional Brownian Motions, Fractional Noises and Applications
• Long-memory processes. Probabilistic properties and statistical methods
• Tests for Hurst effect

Cited in

(2)

• Fractal analyses for `short' time series: A re-assessment of classical methods
• The robust fractal analysis of time series: concerning signal class and data length

Describes a project that uses

Uses Software

• longmemo
• ARFIMA
• Ox

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