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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Format: | Article |
Language: | English |
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MDPI AG
2020-04-01
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Series: | Mathematics |
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Online Access: | https://www.mdpi.com/2227-7390/8/5/674 |