Discretization error of wavelet coefficient for fractal like processes

DOI10.1515/APAM.2011.005MaRDI QIDQ3006412zbMATH OpenOpenAlexFDO

Authors Antoine Ayache, Pierre R. Bertrand

Publication date 14 June 2011

Published in Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/apam.2011.005

zbMATH Keywords

change point analysisfractal processesfractional Brownian motionheart rate variability (HRV)spectral density estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Physiology (general) (92C30)

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Cites work

• A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
• Anisotropic analysis of some Gaussian models
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• Estimation of the Hurst parameter from discrete noisy data
• Fractional Brownian Motions, Fractional Noises and Applications
• Identification of the multiscale fractional Brownian motion with biomechanical applications
• Least-squares estimation of an unknown number of shifts in a time series
• On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
• The generalized multifractional Brownian motion
• Wavelet analysis and synthesis of fractional Brownian motion
• Wavelet estimator of long-range dependent processes.

Cited in

(4)

• Asymptotic normality of simultaneous estimators of cyclic long-memory processes
• Classifying heartrate by change detection and wavelet methods for emergency physicians
• Fractal estimation from noisy data via discrete fractional Gaussian noise (DFGN) and the Haar basis
• Discretization and perturbation of wavelet-like families

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