A wavelet-based joint estimator of the parameters of long-range dependence
Volume: 45, Issue: 3, Pages: 878 - 897
Published: Apr 1, 1999
Abstract
A joint estimator is presented for the two parameters that define the long-range dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a wavelet-based estimator of the scaling parameter (Abry and Veitch 1998), as well as extending it to include the associated power parameter. An important feature is its conceptual and practical simplicity, consisting essentially in...
Paper Details
Title
A wavelet-based joint estimator of the parameters of long-range dependence
Published Date
Apr 1, 1999
Volume
45
Issue
3
Pages
878 - 897
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History