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

9 citations · 9 across the 1 of their papers we have counts for

collaborators

1 paper

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…