GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES

DOI10.1142/S0218348X06003040zbMath1302.60066OpenAlexW1984095991MaRDI QIDQ2937151

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Publication date: 8 January 2015

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x06003040

zbMATH Keywords

surrogate datafractional Brownian motionpower lawHurst parameterself-similar process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (1)

Surrogate data for hypothesis testing of physical systems

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