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.. - (2011), pp. 472-476. (Intervento presentato al convegno - tenutosi a Chengdu, China).
Self-Similarity Parameter Estimation for k-dimensional Processes
S. Bianchi;
2011
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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