A theoretical framework for the TTA algorithm

DOI10.1016/J.PHYSA.2021.126288OpenAlexW3186979030MaRDI QIDQ2078703

A. Gómez-Águila, Miguel Angel Sánchez-Granero

Publication date: 1 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.126288

zbMATH Keywords

Hurst exponentGHE algorithmTTA algorithm

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Error Bounds on the Estimation of Fractal Dimension
• Stable Non-Gaussian Self-Similar Processes with Stationary Increments
• Fractional Brownian Motions, Fractional Noises and Applications

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