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20122019
most citedEstimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes

3 citations · 3 across the 5 of their papers we have counts for

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stat.ME2017

Hurst estimation of scale invariant processes with drift and stationary increments

N. Modarresi, S. Rezakhah

The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI p…