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A Note on Wavelet-Based Estimator of the Hurst Parameter
The signals in numerous fields usually have scaling behaviors (long-range dependence and self-similarity) which is characterized by the Hurst parameter H. Fractal Brownian motion (FBM) plays an important role in modeling signals with self-similarity and long-range dependence. Wavelet analysis is a c...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516820/ https://www.ncbi.nlm.nih.gov/pubmed/33286123 http://dx.doi.org/10.3390/e22030349 |