Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment

DOI10.1109/TIT.2004.833357zbMATH Open1297.94010DBLPjournals/tit/ZhangBW04WikidataQ59534601 ScholiaQ59534601MaRDI QIDQ3547869FDOQ3547869

Authors: Lei Zhang, Xiaolin Wu, Paul Bao 

Publication date: 21 December 2008

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

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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)

Cited In (8)

• Estimation of fractional Brownian motion with multiresolution Kalman filter banks
• Title not available (Why is that?)
• On wavelet analysis of the \(n\)th order fractional Brownian motion
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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