Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (Q2723648)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets |
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Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (English)
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8 July 2001
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nonorthogonal wavelets
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fractional Brownian motion
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nonlinear optimization problem
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Wiener filtering
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numerical simulations
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