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Communications in Statistics - Theory and Methods Volume 45, 2016 - Issue 18
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Original Articles

Characterization of discrete scale invariant Markov sequences

N. ModarresiFaculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Iran
&
S. RezakhahFaculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, IranCorrespondence[email protected]
Pages 5263-5278 | Received 07 Apr 2013, Accepted 01 Jul 2014, Published online: 11 Jul 2016

Citations (4)

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Read on this site (1)

S. Rezakhah, A. Philippe & N. Modarresi. (2018) Innovative methods for modeling of scale invariant processes. Communications in Statistics - Theory and Methods 47:13, pages 3178-3191.
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Articles from other publishers (3)

H Ghasemi, S Rezakhah & N Modarresi. (2020) Multi-scale invariant fields: estimation and prediction. Journal of Statistical Mechanics: Theory and Experiment 2020:7, pages 073408.
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N. Modarresi & S. Rezakhah. (2017) Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift. Fluctuation and Noise Letters 16:04, pages 1750036.
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Saeid Rezakhah & Yasaman Maleki. (2016) Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra. Journal of Statistical Physics 164:2, pages 438-448.
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