A new distribution-based test of self-similarity

Fractals

Volumn 12, Issue 3, 2004, Pages 331-346

  Bianchi, Sergio ^a  

^a UNIVERSITY OF CASSINO AND SOUTHERN LAZIO   (Italy)

Author keywords

Distance; Fractional Brownian Motion; Kolmogorov Smirnov Test; Self similarity

Indexed keywords

BROWNIAN MOVEMENT; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; SET THEORY; STATISTICAL METHODS;

DISTANCE; FRACTIONAL BROWNIAN MOTION; KOLMOGOROV-SMIRNOV TEST; SELF-SIMILARITY;

TIME SERIES ANALYSIS;

EID: 4944240777     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X04002586     Document Type: Article

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