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
2013-01-01
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:
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