GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES

DOI10.1142/S0218348X06003040MaRDI QIDQ2937151zbMATH OpenOpenAlexFDO

Authors

Publication date 8 January 2015

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218348x06003040

zbMATH Keywords

power lawfractional Brownian motionHurst parameterself-similar processsurrogate data

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

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Cited in

(1)

• Surrogate data for hypothesis testing of physical systems

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