ESTIMANTION OF PARAMETRS OF FRACTAL RANDOM PROCESSES |
3 | |
2011 |
RADIOPHYSICS |
scientific article | 681.513.54 | ||
60-64 | statistical radiophysics, fractal random processes, diffusion coefficient |
Garman-Klass and Rogers-Satchell methods to estimate the diffusion coefficient of a fractal random process are
considered. Standard statistical characteristics are studied of the estimates proposed, such as mean, variance, as well
as the estimation distribution function. |
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