An estimate of the fractal index using multiscale aggregates

Poggi, Jean-Michel, Viano, Marie-Claude . Journal of Time Series Analysis 1998. 19 (2) :221-233

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Bibtex

@article{CIS-150145,
  Author = {Poggi, Jean-Michel and Viano, Marie-Claude},
  Title = {An estimate of the fractal index using multiscale aggregates},
  Journal = {Journal of Time Series Analysis},
  Volume = {19},
  Number = {2},
  Year = {1998},
  Pages = {221--233},
  Keywords = {Confidence interval, Fractional Brownian motion, Long memory}
}

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