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Estimation of the Self-similarity Index of Non-stationary Increments Self-similar Processes via Lamperti Transformations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wu, William, Peng, Qidi
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory 60G18, 60G22, 65C10
Online Access:	Acceder al recurso
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