scientific article; zbMATH DE number 1807619

zbMATH Open1009.94531MaRDI QIDQ3149488FDOQ3149488

Rachid Jennane, Rachid Harba, G. Jacquet

Publication date: 1 April 2003

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion
• Stochastic analysis of the fractional Brownian motion
• Modelling and analysis of fractional Brownian motions
• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter
• Biases in the simulation and analysis of fractal processes
• Cramèr-Rao bounds for fractional Brownian motions
• On estimating the spectral exponent of fractional Brownian motion

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