9 citations · 9 across the 2 of their papers we have counts for
2 papers
math.PR2016★ 9 cited
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
Jordan Frecon, Gustavo Didier, Nelly Pustelnik +1
Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have…
cond-mat.stat-mech2012
Matrix product representation and synthesis for random vectors: Insight from statistical physics
Florian Angeletti, Eric Bertin, Patrice Abry
Inspired from modern out-of-equilibrium statistical physics models, a matrix product based framework permits the formal definition of random vectors (and random time series) whose…