Bayesian estimation of self-similarity exponent

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 84, Issue 2, 2011, Pages

  Makarava, Natallia ^a   Benmehdi, Sabah ^a,b   Holschneider, Matthias ^a  

^a UNIVERSITY OF POTSDAM   (Germany)

^b UNIVERSITY OF BORDJ BOU ARRERIDJ   (Algeria)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN APPROACHES; BAYESIAN ESTIMATIONS; DETRENDED FLUCTUATION ANALYSIS; FRACTIONAL BROWNIAN MOTION; HURST EXPONENTS; LINEAR MIXED MODELS; NON-GAUSSIAN; SELF-SIMILARITIES; TEMPORAL VARIATION; UNEVENLY SAMPLED;

BAYESIAN NETWORKS; BROWNIAN MOVEMENT;

ESTIMATION;

EID: 79960212934     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.84.021109     Document Type: Article

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