Statistical test for fractional Brownian motion based on detrending moving average algorithm
Author:
Publisher
Elsevier BV
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference82 articles.
1. Another look at the performance of MRC schemes in nakagami-m fading channels with arbitrary parameters;Aalo;IEEE Trans Commun,2005
2. Second-order moving average and scaling of stochastic time series;Alessio;Eur J Phys B,2002
3. New results on the sum of gamma random variates with application to the performance of wireless communication systems over nakagami-m fading channels;Ansari;Trans Emerging Tel Tech,2014
4. De trending moving average algorithm: a closed-form approximation of the scaling law;Arianos;Physica A,2017
5. ARCH model and fractional brownian motion;Bahamonde;Stat Probab Lett,2018
Cited by 16 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. Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics;Chaos: An Interdisciplinary Journal of Nonlinear Science;2024-04-01
2. Testing of two-dimensional Gaussian processes by sample cross-covariance function;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-07-01
3. Goodness-of-fit test for stochastic processes using even empirical moments statistic;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-01-01
4. A Model Based on Fractional Brownian Motion for Temperature Fluctuation in the Campi Flegrei Caldera;Fractal and Fractional;2022-07-30
5. Boosting the performance of anomalous diffusion classifiers with the proper choice of features;Journal of Physics A: Mathematical and Theoretical;2022-05-26
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3