A study of wavelet analysis and data extraction from second-order self-similar time series
DOI10.1155/2013/102834zbMATH Open1296.62165OpenAlexW2085600220WikidataQ59022546 ScholiaQ59022546MaRDI QIDQ460127FDOQ460127
Authors: Leopoldo Estrada Vargas, Deni Torres Roman, Homer Toral Cruz
Publication date: 13 October 2014
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/102834
Recommendations
- Self-similarity index estimation via wavelets for locally self-similar processes
- scientific article; zbMATH DE number 1944327
- scientific article; zbMATH DE number 734829
- The nature of discrete second-order self-similarity
- Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Communication theory (94A05) Self-similar stochastic processes (60G18)
Cites Work
- Title not available (Why is that?)
- Tests for Hurst effect
- Title not available (Why is that?)
- Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
- A wavelet-based joint estimator of the parameters of long-range dependence
- Wavelet analysis and synthesis of fractional Brownian motion
- Estimation of Hurst exponent revisited
- Long-range Dependence: Revisiting Aggregation with Wavelets
- Title not available (Why is that?)
- Title not available (Why is that?)
- Is Network Traffic Self-Similar or Multifractal?
- Cochran's statistical theorem revisited
- Self-similar processes in communications networks
- Title not available (Why is that?)
Cited In (1)
Uses Software
This page was built for publication: A study of wavelet analysis and data extraction from second-order self-similar time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q460127)