Modified sign method for testing the fractality of Gaussian noise

DOI10.1134/S0032946008010043zbMATH Open1169.62071OpenAlexW2070169624MaRDI QIDQ950711FDOQ950711

Authors: A. P. Kovalevskij 

Publication date: 27 October 2008

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946008010043

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fractals (28A80)

Cites Work

• Efficient parameter estimation for self-similar processes

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