Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models
type: Item
instance of: scholarly article
title: Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models
author: Shivam Bhardwaj
author: Vikram M. Gadre
author: E. Chandrasekhar
published in: Physica A
publication date: 2022-05-20T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7530168
zbMATH Keywords: ARFIMA(p,d,q) models
zbMATH Keywords: Akaike information criteria
zbMATH Keywords: Bayesian information criteria
MaRDI profile type: MaRDI publication profile
full work available at URL: j.physa.2020.124404
OpenAlex ID: W3009745287
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DOI: 10.1016/J.PHYSA.2020.124404
description: scientific article; zbMATH DE number 7530168