Add to ORKGTo cite this version: Dominique Guegan, Zhiping Lu. A note on self-similarity for discrete time series. Documents de travail du Centre d’Economie de la Sorbonne 2007.55- ISSN: 1955-611X. 2007. <halshs
Within Tsallis statistics, a picture is elaborated to treat self-similar time series as a thermodyna...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of phy...
URL des Documents de travail :http://ces.univ-paris1.fr/cesdp/CESFramDP2007.htmClassification JEL : ...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
Statistical self-similarity of random processes in continuous-domains is defined through invariance ...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
Przegląd podstawowej teorii dotyczącej szeregów czasowych.Estymator samopodobieństwa i jego własnośc...
The properties of self-similar sets are discussed and a brief historical survey of ideas related to ...
A new general fitting method based on the Self-Similar (SS) organization of random sequences is pres...
The object of this note is to parallel two properties of stochastic processes: self-similarity (ss) ...
We propose a method to analyze a turbulent sequence focusing on the self-similar properties of the d...
Within Tsallis statistics, a picture is elaborated to treat self-similar time series as a thermodyna...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of phy...
URL des Documents de travail :http://ces.univ-paris1.fr/cesdp/CESFramDP2007.htmClassification JEL : ...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
Statistical self-similarity of random processes in continuous-domains is defined through invariance ...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
Przegląd podstawowej teorii dotyczącej szeregów czasowych.Estymator samopodobieństwa i jego własnośc...
The properties of self-similar sets are discussed and a brief historical survey of ideas related to ...
A new general fitting method based on the Self-Similar (SS) organization of random sequences is pres...
The object of this note is to parallel two properties of stochastic processes: self-similarity (ss) ...
We propose a method to analyze a turbulent sequence focusing on the self-similar properties of the d...
Within Tsallis statistics, a picture is elaborated to treat self-similar time series as a thermodyna...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of phy...