{"id":"https://openalex.org/W2935948433","doi":"https://doi.org/10.1109/icassp.2019.8682921","title":"Bootstrap-based Bias Reduction for the Estimation of the Self-similarity Exponents of Multivariate Time Series","display_name":"Bootstrap-based Bias Reduction for the Estimation of the Self-similarity Exponents of Multivariate Time Series","publication_year":2019,"publication_date":"2019-04-17","ids":{"openalex":"https://openalex.org/W2935948433","doi":"https://doi.org/10.1109/icassp.2019.8682921","mag":"2935948433"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2019.8682921","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2019.8682921","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-02346739","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5008685312","display_name":"Herwig Wendt","orcid":"https://orcid.org/0000-0001-6930-3083"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I134560555","display_name":"Universit\u00e9 Toulouse III - Paul Sabatier","ror":"https://ror.org/02v6kpv12","country_code":"FR","type":"education","lineage":["https://openalex.org/I134560555"]},{"id":"https://openalex.org/I17866349","display_name":"Universit\u00e9 F\u00e9d\u00e9rale de Toulouse Midi-Pyr\u00e9n\u00e9es","ror":"https://ror.org/004raaa70","country_code":"FR","type":"education","lineage":["https://openalex.org/I17866349"]},{"id":"https://openalex.org/I3131550300","display_name":"Universit\u00e9 Toulouse-I-Capitole","ror":"https://ror.org/0443n9e75","country_code":"FR","type":"education","lineage":["https://openalex.org/I3131550300"]},{"id":"https://openalex.org/I4210119061","display_name":"Institut de Recherche en Informatique de Toulouse","ror":"https://ror.org/01rx4qw44","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I205747304","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4405258862","https://openalex.org/I4405259414"]},{"id":"https://openalex.org/I4210152422","display_name":"Universit\u00e9 Toulouse - Jean Jaur\u00e8s","ror":"https://ror.org/04ezk3x31","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210152422"]},{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"H. Wendt","raw_affiliation_strings":["IRIT, CNRS (UMR 5505) , Universit\u00e9 de Toulouse, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IRIT, CNRS (UMR 5505) , Universit\u00e9 de Toulouse, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I134560555","https://openalex.org/I17866349","https://openalex.org/I3131550300","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4210160189"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050643672","display_name":"Patrice Abry","orcid":"https://orcid.org/0000-0002-7096-8290"},"institutions":[{"id":"https://openalex.org/I100532134","display_name":"Universit\u00e9 Claude Bernard Lyon 1","ror":"https://ror.org/029brtt94","country_code":"FR","type":"education","lineage":["https://openalex.org/I100532134","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I113428412","display_name":"\u00c9cole Normale Sup\u00e9rieure de Lyon","ror":"https://ror.org/04zmssz18","country_code":"FR","type":"education","lineage":["https://openalex.org/I113428412","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"P. Abry","raw_affiliation_strings":["Laboratoire de Physique, Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Lyon, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratoire de Physique, Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Lyon, France","institution_ids":["https://openalex.org/I100532134","https://openalex.org/I113428412","https://openalex.org/I1294671590"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081762841","display_name":"Gustavo Didier","orcid":"https://orcid.org/0000-0003-1363-5868"},"institutions":[{"id":"https://openalex.org/I114832834","display_name":"Tulane University","ror":"https://ror.org/04vmvtb21","country_code":"US","type":"education","lineage":["https://openalex.org/I114832834"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"G. Didier","raw_affiliation_strings":["Math. Dept, Tulane University, New Orleans, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Math. Dept, Tulane University, New Orleans, USA","institution_ids":["https://openalex.org/I114832834"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":10,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"4988","last_page":"4992"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.974399983882904,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9514999985694885,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.7163726687431335},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.6533757448196411},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.64983731508255},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6457501649856567},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4480370879173279},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.4403120279312134},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.4201952815055847},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3933461308479309},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.33988091349601746},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2480107545852661},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2375590205192566}],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.7163726687431335},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.6533757448196411},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.64983731508255},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6457501649856567},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4480370879173279},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4403120279312134},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.4201952815055847},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3933461308479309},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.33988091349601746},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2480107545852661},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2375590205192566},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/icassp.2019.8682921","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2019.8682921","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-02346739v1","is_oa":true,"landing_page_url":"https://hal.science/hal-02346739","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), May 2019, Brighton, United Kingdom","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-02346739v1","is_oa":true,"landing_page_url":"https://hal.science/hal-02346739","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), May 2019, Brighton, United Kingdom","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W143531921","https://openalex.org/W602904462","https://openalex.org/W653925602","https://openalex.org/W1567669715","https://openalex.org/W1578330309","https://openalex.org/W1586554030","https://openalex.org/W1761248920","https://openalex.org/W1974673435","https://openalex.org/W1998396746","https://openalex.org/W2022894179","https://openalex.org/W2031753087","https://openalex.org/W2062024414","https://openalex.org/W2062962812","https://openalex.org/W2074223538","https://openalex.org/W2090912818","https://openalex.org/W2115755118","https://openalex.org/W2154993037","https://openalex.org/W2164214015","https://openalex.org/W2319085245","https://openalex.org/W2612022290","https://openalex.org/W2889321016","https://openalex.org/W2962892738","https://openalex.org/W2963256090","https://openalex.org/W2964208788","https://openalex.org/W3102362558","https://openalex.org/W3139754459","https://openalex.org/W4255272544","https://openalex.org/W4298979509"],"related_works":["https://openalex.org/W2368687800","https://openalex.org/W2148767310","https://openalex.org/W2583606408","https://openalex.org/W3034983999","https://openalex.org/W2064873895","https://openalex.org/W2012792015","https://openalex.org/W1966180462","https://openalex.org/W2561317326","https://openalex.org/W2168961256","https://openalex.org/W2013048391"],"abstract_inverted_index":{"Self-similarity":[0],"has":[1,29],"become":[2],"a":[3,32,43,88,99,131],"well-established":[4],"modeling":[5],"framework":[6],"in":[7,20,59,123,134],"several":[8],"fields":[9],"of":[10,17,35,52,55,98,109,130,142],"application":[11],"and":[12,71,75],"its":[13],"multivariate":[14,90,110,143],"formulation":[15],"is":[16,85,93,121],"ever-increasing":[18],"importance":[19],"the":[21,50,53,65,105,125,128],"Big":[22],"Data":[23],"era.":[24],"Multivariate":[25],"Hurst":[26,144],"exponent":[27],"estimation":[28,141],"thus":[30],"received":[31],"great":[33],"deal":[34],"attention":[36],"recently,":[37],"with":[38,146],"wavelet":[39,60,80,111,139],"eigenvalue-based":[40],"regression":[41,62],"becoming":[42],"focal":[44],"point.":[45],"The":[46,95],"present":[47],"work":[48],"tackles":[49],"issue":[51],"presence":[54],"significant":[56],"finite-sample":[57,149],"bias":[58,82,126],"eigenvalue":[61,66],"stemming":[63],"from":[64],"repulsion":[67],"effect,":[68],"whose":[69],"origin":[70],"impact":[72],"are":[73],"analyzed":[74],"quantified.":[76],"Furthermore,":[77],"an":[78],"original":[79],"domain":[81],"reduction":[83],"technique":[84],"developed":[86],"assuming":[87],"single":[89],"time":[91],"series":[92],"available.":[94],"protocol":[96],"consists":[97],"bootstrap":[100],"resampling":[101],"scheme":[102],"that":[103,117],"preserves":[104],"joint":[106],"covariance":[107],"structure":[108],"coefficients.":[112],"Extensive":[113],"numerical":[114],"simulations":[115],"show":[116],"this":[118],"proposed":[119],"method":[120],"effective":[122],"counteracting":[124],"at":[127],"price":[129],"small":[132],"increase":[133],"variance.":[135],"This":[136],"leads":[137],"to":[138],"eigenanalysis-based":[140],"exponents":[145],"significantly":[147],"improved":[148],"performance":[150],"than":[151],"earlier":[152],"state-of-the-art":[153],"formulations.":[154]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}