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

Charles-Gérard 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]

@inproceedings{LucasAWD21,
  title = {Bootstrap for testing the equality of selfsimilarity exponents across multivariate time series},
  author = {Charles-Gérard Lucas and Patrice Abry and Herwig Wendt and Gustavo Didier},
  year = {2021},
  doi = {10.23919/EUSIPCO54536.2021.9616290},
  url = {https://doi.org/10.23919/EUSIPCO54536.2021.9616290},
  researchr = {https://researchr.org/publication/LucasAWD21},
  cites = {0},
  citedby = {0},
  pages = {1960-1964},
  booktitle = {29th European Signal Processing Conference, EUSIPCO 2021, Dublin, Ireland, August 23-27, 2021},
  publisher = {IEEE},
  isbn = {978-9-0827-9706-0},
}