An algorithm is proposed that allows to estimate the self-similarity parameter of a fractal k-dimensional stochastic process. Our technique greatly improves the processing times of a distribution-based estimator, that – introduced years ago – efficiently worked only in the one-dimensional distribution case.
Self-Similarity Parameter Estimation for k-dimensional Processes / Bianchi, S.; Palazzo, A. M.; Pantanella, A.; Pianese, A.. - In: INTERNATIONAL JOURNAL OF COMPUTER THEORY AND ENGINEERING. - ISSN 1793-8201. - 5:2(2013), pp. 302-306. [10.7763/IJCTE.2013.V5.698]
Self-Similarity Parameter Estimation for k-dimensional Processes
S. Bianchi;
2013
Abstract
An algorithm is proposed that allows to estimate the self-similarity parameter of a fractal k-dimensional stochastic process. Our technique greatly improves the processing times of a distribution-based estimator, that – introduced years ago – efficiently worked only in the one-dimensional distribution case.File allegati a questo prodotto
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