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Wavelet domain bootstrap for testing the equality of bivariate self-similarity exponents

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Academic year: 2021

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Fig. 2. Standard deviation of δ ˆ for several values of N (left) and ρ (right) as a function of H 2 − H 1 .
Fig. 5. Test performance. Average bootstrap decisions (for 1000 independent realizations) as a function of H 2 − H 1 , for different levels of correlation ρ ∈ {−0.8, −0.4, 0, 0.4, 0.8} (from left to right, respectively) and sample sizes N ∈ {2 12 , 2 14 ,

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