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, Sergio;PALAZZO, Anna Maria;PANTANELLA, ALEXANDRE;PIANESE, Augusto
2011-01-01
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 in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
EN20150-A001.pdf
non disponibili
Tipologia:
Documento in Post-print
Licenza:
DRM non definito
Dimensione
1.04 MB
Formato
Adobe PDF
|
1.04 MB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
