Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (Q2723648): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:40, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets |
scientific article |
Statements
Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (English)
0 references
8 July 2001
0 references
nonorthogonal wavelets
0 references
fractional Brownian motion
0 references
nonlinear optimization problem
0 references
Wiener filtering
0 references
numerical simulations
0 references
