ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING

DOI10.1142/S0218348X03002099zbMath1056.62102OpenAlexW2046430378MaRDI QIDQ4658011

Patrice Abry, Murad S. Taqqu, Darryl Veitch

Publication date: 14 March 2005

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x03002099

zbMATH Keywords

self-similaritylong-range dependencefractional Gaussian noiseFARIMA

Mathematics Subject Classification ID

Related Items (10)

Estimators of long-memory: Fourier versus wavelets ⋮ Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics ⋮ Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes ⋮ LASS: a tool for the local analysis of self-similarity ⋮ Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes ⋮ Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes ⋮ Estimation of Hurst exponent revisited ⋮ Visualization and inference based on wavelet coefficients, SiZer and SiNos ⋮ Comparative evaluation of semiparametric long-memory estimators ⋮ An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic

Cites Work

• Unnamed Item
• Applied mathematics meets signal processing.
• Gaussian semiparametric estimation of long range dependence
• Adaptive semiparametric estimation of the memory parameter.
• Ten Lectures on Wavelets
• RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE

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