On wavelet analysis of the \(n\)th order fractional Brownian motion

DOI10.1007/s10260-012-0187-2zbMath1329.60106OpenAlexW2033715413MaRDI QIDQ1934279

Yanyan Li

Publication date: 28 January 2013

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0187-2

zbMATH Keywords

wavelet transformsignal-to-noise ratioscaling exponentweighted least squares estimatorderivative operator\(n\)th order fBm

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

Uses Software

• longmemo

Cites Work

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