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- W2188393255 abstract "Wide-sense statistical self-similarity in contin- uous-time random processes is defined through invariance of its first-order and second-order statistics to scaling in time. Since scaling has an unambiguous definition in continuous-time but not in discrete-time, researchers have provided various definitions of discrete-time self-similarity without reference to scaling. This paper proposes a discrete-time continuous-dilation scaling operator and develops a framework based on it for formulating statistical self-similarity from first principles in a manner analo- gous to the continuous-time development. Relationship between the resulting model and fractional order transfer function systems is presented. The potential for using this model in applications involving long-range dependent phenomena is explored." @default.
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- W2188393255 date "2003-01-01" @default.
- W2188393255 modified "2023-09-22" @default.
- W2188393255 title "Discrete-Time Models for Statistically" @default.
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