ABSTRACT
A novel high-performance software tool for the test of long-memory and self-similarity analysis is presented. Its performance and robustness are compared with a well-known software tool (Selfis) using synthetic self-similar time series. Based on a thorough study and, in some cases, algorithm implementation study, it is shown that the tool presents better accuracy and robustness than Selfis in the fGn and f-ARIMA(0, d, 0) case. Its wide range of additional methodologies, ease of use, and
Abstract ............................................................................................................................................93 4.1 Introduction ............................................................................................................................94 4.2 Long-Memory and Self-Similarity .........................................................................................94
