Bootstrap-based Bias Reduction for the Estimation of the Self-similarity Exponents of Multivariate Time Series

Herwig Wendt, Patrice Abry, Gustavo Didier. Bootstrap-based Bias Reduction for the Estimation of the Self-similarity Exponents of Multivariate Time Series. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2019, Brighton, United Kingdom, May 12-17, 2019. pages 4988-4992, IEEE, 2019. [doi]

Authors

Herwig Wendt

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Patrice Abry

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Gustavo Didier

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