Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment

DOI10.1109/TIT.2004.833357MaRDI QIDQ3547869zbMATH OpenDBLPWikidataFDO

Authors Lei Zhang, Xiaolin Wu, Paul Bao

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

wavelet transformsignal estimationFractional Brownian motionfBmintra- and inter-scale dependency

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

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Cited in

(8)

• scientific article; zbMATH DE number 2084554 (Why is no real title available?)
• Estimation of fractional Brownian motion with multiresolution Kalman filter banks
• On wavelet analysis of the nth order fractional Brownian motion
• scientific article; zbMATH DE number 1552225 (Why is no real title available?)
• scientific article; zbMATH DE number 1852849 (Why is no real title available?)
• Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing
• Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets

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