A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
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Cites work
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- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
- Change-point detection in long-memory processes
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
- Detection of multiple changes in a sequence of dependent variables
- Estimating and Testing Linear Models with Multiple Structural Changes
- From \(1/f\) noise to multifractal cascades in heartbeat dynamics
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 1944317 (Why is no real title available?)
- scientific article; zbMATH DE number 1944327 (Why is no real title available?)
- Identification of the multiscale fractional Brownian motion with biomechanical applications
- Multifractal analysis of heartbeat time series in human races
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
- Self-Similar Probability Distributions
- Statistical study of the wavelet analysis of fractional Brownian motion
- The multiple change-points problem for the spectral distribution
- Wavelet analysis and synthesis of fractional Brownian motion
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