IEEE - Institute of Electrical and Electronics Engineers, Inc. - A statistical test for the time constancy of scaling exponents

Author(s): D. Veich ; P. Abry
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2001
Volume: 49
Page Count: 10
Page(s): 2,325 - 2,334
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.950788
Regular:

A statistical test is described for determining if scaling exponents vary over time. It is applicable to diverse scaling phenomena including long-range dependence and exactly self-similar... View More

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