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Multivariate Selfsimilarity: Multiscale Eigen-Structures for Selfsimilarity Parameter Estimation
Charles-Gérard Lucas, Gustavo Didier, Herwig Wendt and Patrice Abry IEEE Transactions on Signal Processing 72 1739 (2024) https://doi.org/10.1109/TSP.2024.3380899
Testing of two-dimensional Gaussian processes by sample cross-covariance function
Katarzyna Maraj-Zygmąt, Aleksandra Grzesiek, Grzegorz Sikora, Janusz Gajda and Agnieszka Wyłomańska Chaos: An Interdisciplinary Journal of Nonlinear Science 33(7) (2023) https://doi.org/10.1063/5.0141262
Hurst estimation for operator scaling random fields
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
Jordan Frecon, Gustavo Didier, Nelly Pustelnik and Patrice Abry IEEE Transactions on Signal Processing 64(15) 4040 (2016) https://doi.org/10.1109/TSP.2016.2551695
Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations