Wavelet estimation of the Hurst parameter in stable processes

Author(s): Stilian A. Stoev, Murad S. Taqqu

Editor(s): Rangarajan D., Ding M. Springer Verlag




Publication Information:

Name of Periodical: Processes with Long Range Correlations: Theory and Applications

Volume Number: 621

Year of Publication: 2003

Page Numbers: 61-87