most citedNon-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion

9 citations · 9 across the 2 of their papers we have counts for

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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…