Correlation structure of the discrete wavelet coefficients of fractional Brownian motion (Q3989586)
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scientific article; zbMATH DE number 34852
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| English | Correlation structure of the discrete wavelet coefficients of fractional Brownian motion |
scientific article; zbMATH DE number 34852 |
Statements
Correlation structure of the discrete wavelet coefficients of fractional Brownian motion (English)
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28 June 1992
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wavelet
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fractional Brownian motion
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correlation function
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0.8313150405883789
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0.8068352937698364
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0.8003271222114563
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