๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Ambiguities in estimates of critical exponents for long-range dependent processes

โœ Scribed by Ken Duffy; Christopher King; David Malone

Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
241 KB
Volume
377
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Reliable scaling exponent estimation of
Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes
โœ Radhakrishnan Nagarajan ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 973 KB

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [Z. Chen, P.Ch. Ivanov, K. Hu, H.E. Stanley, Effects of nonstationarities on detrended fluctuation analysis, Phys Rev E 65 ( 2002) 041107]

Semi-parametric estimation of long-range
Semi-parametric estimation of long-range dependence index in infinite variance time series
โœ Liang Peng ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 95 KB

Suppose our data {Xn} come from the model Xt = โˆž j = 0 cjZt-j, where {Zn} are i.i.d. with a symmetric distribution function which lies in the domain of normal attraction of a stable law with index โˆˆ (1; 2). Further we assume that cj = j d-1 L(j), where parameter d โˆˆ (0; 1 -1= ) and L is a normalized