Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762)
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scientific article; zbMATH DE number 6245661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter |
scientific article; zbMATH DE number 6245661 |
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Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (English)
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15 January 2014
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long-range dependence
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non-Gaussian processes
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wavelet
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Hurst parameter
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number of vanishing moments
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Hermite rank
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0.9055046
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0.9048104
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0.89629805
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0.8946388
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0.8894359
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