On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On wavelet analysis of the \(n\)th order fractional Brownian motion |
scientific article |
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On wavelet analysis of the \(n\)th order fractional Brownian motion (English)
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28 January 2013
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\(n\)th order fBm
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scaling exponent
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wavelet transform
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derivative operator
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signal-to-noise ratio
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weighted least squares estimator
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