Self-similarity index estimation via wavelets for locally self-similar processes-Reference-Cited by-同舟云学术

Self-similarity index estimation via wavelets for locally self-similar processes

Published:2001-11 Issue:1 Volume:99 Page:91-110
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Wang Yazhen,Cavanaugh Joseph E.,Song Changyong

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference33 articles.

1. The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: remarks and fast implementation;Abry;Applied and Computational Harmonic Analysis,1996

2. Statistics for Long Memory Processes;Beran,1994

3. Fractal landscapes and molecular evolution: modeling the Moyosin heavy chain gene family;Buldyrev;Biophys. J.,1993

4. Periodogram-based estimators of fractal properties;Chen;The Ann. Statist.,1995

5. Multiresolution analysis, wavelets and fast algorithms on an interval;Cohen;Comptes Rendus des Séances de l'Académie des Sciences, Série I, Mathématique,1993

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Minimal model of diffusion with time changing Hurst exponent;Journal of Physics A: Mathematical and Theoretical;2023-08-10

2. Testing Self-Similarity Through Lamperti Transformations;Journal of Agricultural, Biological, and Environmental Statistics;2016-07-14

3. Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra;Journal of Statistical Physics;2016-05-23

4. Identification of Chaos-Periodic Transitions, Band Merging, and Internal Crisis Using Wavelet-DFA Method;International Journal of Bifurcation and Chaos;2016-04

5. Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets;International Journal of Financial Studies;2014-10-28