Modified sign method for testing the fractality of Gaussian noise

DOI10.1134/S0032946008010043zbMath1169.62071OpenAlexW2070169624MaRDI QIDQ950711

Artëm Pavlovich Kovalevskiĭ

Publication date: 27 October 2008

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946008010043

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Parametric hypothesis testing (62F03) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fractals (28A80) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Efficient parameter estimation for self-similar processes

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