9 citations · 43 across the 33 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017★ 6 cited
Estimation of the Hurst Exponent Using Trimean Estimators on Nondecimated Wavelet Coefficients
Chen Feng, Brani Vidakovic
Hurst exponent is an important feature summarizing the noisy high-frequency data when the inherent scaling pattern cannot be described by standard statistical models. In this paper…
stat.ME2017★ 7 cited
MEDL and MEDLA: Methods for Assessment of Scaling by Medians of Log-Squared Nondecimated Wavelet Coefficients
Minkyoung Kang, Brani Vidakovic
High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a…