Modified sign method for testing the fractality of Gaussian noise

DOI10.1134/S0032946008010043MaRDI QIDQ950711zbMATHOpenAlexFDO

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

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)

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Cites work

• Efficient parameter estimation for self-similar processes

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