Wavelet analysis and synthesis of fractional Brownian motion

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Two-dimensional conditional simulations based on the wavelet decomposition of training images
Singularity spectrum of fractal signals from wavelet analysis: Exact results
Acoustic impedance inversion via wavelet transform constraints
\(k\)-stationarity and wavelets.
Construction of multivariate surrogate sets from nonlinear data using the wavelet transform
A wavelet lifting approach to long-memory estimation
Wavelet analysis and covariance structure of some classes of non-stationary processes
Representation of \(1/f\) signal with wavelet bases.
Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation
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Multivariate Hadamard self-similarity: testing fractal connectivity
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
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Function estimation via wavelet shrinkage for long-memory data
A Wiener-Wintner theorem for \(1/f\) power spectra.
Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series
On wavelet analysis of the nth order fractional Brownian motion
Expectiles for subordinated Gaussian processes with applications
Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
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Wavelet analysis of the Besov regularity of Lévy white noise
Generalized Bernoulli process: simulation, estimation, and application
Order pattern recurrence for the analysis of complex systems
Continuity and variation analysis of fractional uncertain processes
Quantum systems for Monte Carlo methods and applications to fractional stochastic processes
The WQN algorithm to adaptively correct artifacts in the EEG signal
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Emergence of turbulent epochs in oil prices
Fractional Brownian motion: difference iterative forecasting models
Large scale reduction principle and application to hypothesis testing
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Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
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Different possible behaviors of wavelet leaders of the Brownian motion
\(\Lambda\)-neighborhood wavelet shrinkage
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On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale
Random wavelet series based on a tree-indexed Markov chain
The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
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Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets
Discrimination measures for fractional integrated models based on wavelets
Network traffic forecasting combination model based on wavelet transform and chaos algorithm
Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
Power-law noises over general spatial domains and on nonstandard meshes
Discretization error of wavelet coefficient for fractal like processes
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
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Synthesis of accurate fractional Gaussian noise by filtering
Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment
Estimating global and local scaling exponents in turbulent flows using discrete wavelet transformations
LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL
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Analysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point Processes
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Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
Wavelet Fisher's information measure of \(1/f^\alpha\) signals
The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
Wavelet \(q\)-Fisher information for scaling signal analysis
Modelling NASDAQ series by sparse multifractional Brownian motion
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2D wavelet-based spectra with applications
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WAVELET ANALYSIS OF TIME-SERIES: COHERENT STRUCTURES, CHAOS AND NOISE
Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
Testing for effects of cross-correlations on joint multifractality
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One-step estimation for the fractional Gaussian noise at high-frequency
Modelling for the wavelet coefficients of ARFIMA processes
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Wavelet Shrinkage with Double Weibull Prior
Wavelet Packet Transform for Fractional Brownian Motion: Asymptotic Decorrelation and Selection of Best Bases
Adaptive wavelet decompositions of stationary time series
Wavelet analysis of the multivariate fractional Brownian motion
A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
Wavelets and statistical analysis of functional magnetic resonance images of the human brain
Identification of the multiscale fractional Brownian motion with biomechanical applications
Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes
Wavelet-Based Bootstrap for Time Series Analysis
Comparative evaluation of semiparametric long-memory estimators
On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps
CHARACTERIZATION OF LASER PROPAGATION THROUGH TURBULENT MEDIA BY QUANTIFIERS BASED ON THE WAVELET TRANSFORM
MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE

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