On wavelet analysis of the \(n\)th order fractional Brownian motion
DOI10.1007/s10260-012-0187-2zbMath1329.60106OpenAlexW2033715413MaRDI QIDQ1934279
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
wavelet transformsignal-to-noise ratioscaling exponentweighted least squares estimatorderivative operator\(n\)th order fBm
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
Cites Work
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