ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING
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Publication:4658011
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
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Cites Work
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- 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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