Estimation of the self-similarity parameter using the wavelet transform

DOI10.1016/J.SIGPRO.2003.05.002MaRDI QIDQ948352zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 16 October 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2003.05.002

zbMATH Keywords

wavelet transformfractional Brownian motionGumbel distributionself-similar processeslinear regression estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Brownian motion (60J65) Estimation and detection in stochastic control theory (93E10)

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Cited in

(10)

• Linear estimation of self-similar processes via Lamperti's transformation
• Expectiles for subordinated Gaussian processes with applications
• Estimation of self-similar Gaussian fields using wavelet transform
• Estimating self-similarity through complex variations
• The analysis of VF and VT with wavelet-based Tsallis information measure
• Parameter Estimation of Self-Similar Spatial Covariogram Models
• Robust estimation of the self-similarity parameter in network traffic using wavelet transform
• CHARACTERIZATION OF LASER PROPAGATION THROUGH TURBULENT MEDIA BY QUANTIFIERS BASED ON THE WAVELET TRANSFORM
• Wavelet estimation for locally self-similar processes
• Multi-fractal cancer risk assessment

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