7 citations · 14 across the 12 of their papers we have counts for
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math.PR2009★ 7 cited
Spectral Analysis of Multi-dimensional Self-similar Markov Processes
N. Modarresi, S. Rezakhah
In this paper we consider a discrete scale invariant (DSI) process with scale . We consider to have some fix number of observations in every scale,…
math.PR2009★ 1 cited
Characterization of Discrete Time Scale Invariant Markov Sequences
N. Modarresi, S. Rezakhah
By considering special sampling of discrete scale invariant (DSI) processes we provide a sequence which is in correspondence to multi-dimensional self-similar process. By imposing…