Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion

DOI10.1109/TSP.2016.2551695zbMath1414.94201arXiv1608.07839MaRDI QIDQ4620854

N. Pustelnik, Jordan Frecon, Gustavo Didier, Patrice Abry

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.07839

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ Long-range dependent completely correlated mixed fractional Brownian motion ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes

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