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Self-Similarity Parameter Estimation for K-Dimensional Processes
Sergio Bianchi, Anna Maria Palazzo, Alexandre Pantanella, Augusto Pianese
4th IEEE International Conference on Computer Science and Information Technology, Chengdu, China, June 10-12, 2011
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Multifractal temporally weighted detrended fluctuation analysis and its application in the analysis of scaling behavior in temperature series
Y. Zhou, Y. Leung
Journal of Statistical Mechanics: Theory and Experiment, vol. 2010, 2010
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Algorithm to estimate the Hurst exponent of high-dimensional fractals
Anna Carbone
Physical review, vol. 76(5), 2007
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Estimation locale : compromis regression-variance
Olivier Barrière, Jacques Lévy-Vehel
Coloque Gretsi, Troyes, France, 2010
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Inference on fractal processes using multiresolution approximation
Kenneth Falconer, Carmen Fernández
Biometrika, vol. 94(2), pp. 313-334, 2007
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Wavelet-Based Estimation for Univariate Stable Laws
Anestis Antoniadis, Andrey Feuerverger, Paulo Gonçalves
Annals of the Institute of Statistical Mathematics, vol. 58, pp 779-807, 2006
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Chaos and Time-Series Analysis
J. C. Sprott
Oxford University Press, 978-0-19-850839-7, 16 January 2003
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Statistical Significance of Periodicity and Log-Periodicity with Heavy-Tailed Correlated Noise
Wei-Xing Zhou, Didier Sornette
International Journal of Modern Physics C: Computational Physics and Physical Computation, vol. 13(2), pp 137-169, 2002
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Simulation of Fractional Brownian Motion with Conditionalized Random Midpoint Displacement
I. Norros, P. Mannersalo, J.L Wang
Advances in Performance Analysis, vol. 2, pp 77-101, 1999
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