Scale parameter estimation of discrete scale invariant processes

MaRDI QIDQ4565500zbMATH OpenFDO

Authors

Publication date 12 June 2018

Full work available at URL http://tsp.imath.kiev.ua/files/2210/art2210_06.pdf

zbMATH Keywords

discrete scale invariancemulti-dimensional self-similar processscale parameter estimation

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Parametric inference under constraints (62F30)

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(5)

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• A new structure for analyzing discrete scale invariant processes: covariance and spectra
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• Generalized likelihood ratio test for detection of multivariate DSI processes

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