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Title of Article

ESTIMANTION OF PARAMETRS OF FRACTAL RANDOM PROCESSES


Issue
3
Date
2011

Section
RADIOPHYSICS

Article type
scientific article
UDC
681.513.54
Pages
60-64
Keywords
statistical radiophysics, fractal random processes, diffusion coefficient


Authors
Saichev Aleksandr Ivanovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Filimonov Vladimir Aleksandrovich
Natsionalnyy issledovatelskiy universitet Vysshaya shkola ekonomiki

Tarakanova Mariya Vladimirovna
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo


Abstract
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.

File (in Russian)