Reinforcement Learning (RL) is the study of programs that improve their performance by receiving rewards and punishments from the environment. Most RL methods optimize the discoun...
Various wavelet-based estimators of self-similarity or long-range dependence scaling exponent are studied extensively. These estimators mainly include the (bi)orthogonal wavelet e...
Benjamin Audit, E. Bacry, J.-F. Muzy, Alain Arneod...
: In this paper, a novel approach to the problem of estimating the heavy–tail exponent α > 0 of a distribution is proposed. It is based on the fact that block–maxima of siz...