Statistical study of the wavelet analysis of fractional Brownian motion

DOI10.1109/18.992817zbMath1061.60036OpenAlexW2131735609MaRDI QIDQ4674487

Jean-Marc Bardet

Publication date: 11 May 2005

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.992817

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Self-similar stochastic processes (60G18)

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