Bootstrap for testing the equality of selfsimilarity exponents across multivariate time series

Charles-GĂ©rard Lucas, Patrice Abry, Herwig Wendt, Gustavo Didier. Bootstrap for testing the equality of selfsimilarity exponents across multivariate time series. In 29th European Signal Processing Conference, EUSIPCO 2021, Dublin, Ireland, August 23-27, 2021. pages 1960-1964, IEEE, 2021. [doi]

Abstract

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