Biases in the simulation and analysis of fractal processes

DOI10.1155/2019/4025305zbMath1428.92054OpenAlexW2992394061WikidataQ92308677 ScholiaQ92308677MaRDI QIDQ2283757

Clément Roume, Samar Ezzina, Hubert Blain, Didier Delignieres

Publication date: 13 January 2020

Published in: Computational \& Mathematical Methods in Medicine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/4025305

zbMATH Keywords

rehabilitationfractal processesspectral synthesis methodARFIMA simulation methodDavies-Harte algorithm

Mathematics Subject Classification ID

Medical applications (general) (92C50) Fractals (28A80)

Uses Software

• Ox
• ARFIMA
• longmemo

Cites Work

• Fractal analyses for `short' time series: A re-assessment of classical methods
• Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion
• Degeneracy and long-range correlations
• ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
• Tests for Hurst effect
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Long-Memory Processes
• Fractional Brownian Motions, Fractional Noises and Applications
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