An Estimate of the Fractal Index Using Multiscale Aggregates
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Publication:3838316
DOI10.1111/1467-9892.00087zbMath0906.62080OpenAlexW2147758246MaRDI QIDQ3838316
Marie-Claude Viano, Jean-Michel Poggi
Publication date: 27 October 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00087
self-similarityfractional Brownian motionslong memoryconfidence intervalelectricity demandintermediate memoryestimation of fractal index
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99)
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