On Estimating the Hurst Parameter from Least-Squares Residuals. Case Study: Correlated Terrestrial Laser Scanner Range Noise

Many signals appear fractal and have self-similarity over a large range of their power spectral densities. They can be described by so-called Hermite processes, among which the first order one is called fractional Brownian motion (fBm), and has a wide range of applications. The fractional Gaussian n...

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Bibliographic Details
Main Author: Gaël Kermarrec
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/5/674