Tempered fractional Brownian motion: wavelet estimation, modeling and testing
From MaRDI portal
Publication:2659747
DOI10.1016/j.acha.2019.11.004zbMath1461.62152arXiv1808.04935MaRDI QIDQ2659747
Gustavo Didier, Farzad Sabzikar, B. Cooper Boniece
Publication date: 26 March 2021
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.04935
wavelets; fractional Brownian motion; turbulence; tempered fractional Brownian motion; semi-long range dependence
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
60G22: Fractional processes, including fractional Brownian motion
62M15: Inference from stochastic processes and spectral analysis
60G18: Self-similar stochastic processes
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