scientific article; zbMATH DE number 1807619

MaRDI QIDQ3149488zbMATH OpenFDO

Authors Rachid Jennane, Rachid Harba, G. Jacquet

Publication date 1 April 2003

zbMATH Keywords

fractional Brownian motionmulti-resolution methodsgeometrical methodstime methodsfrequency based methods

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Brownian motion (60J65)

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Cited in

(10)

• Modelling and analysis of fractional Brownian motions
• On estimating the spectral exponent of fractional Brownian motion
• Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion
• Identification of the multiscale fractional Brownian motion with biomechanical applications
• Cramèr-Rao bounds for fractional Brownian motions
• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter
• Comparative analysis of two numerical methods to measure Hausdorff dimension of the fractional Brownian motion
• A computational technique to classify several fractional Brownian motion processes
• Stochastic analysis of the fractional Brownian motion
• Biases in the simulation and analysis of fractal processes

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