Wavelet analysis and synthesis of fractional Brownian motion

DOI10.1109/18.119751zbMATH Open0743.60078OpenAlexW2062962812MaRDI QIDQ3989587FDOQ3989587

Authors: Patrick Flandrin 

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1109/18.119751

Recommendations

• scientific article; zbMATH DE number 734796
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• scientific article; zbMATH DE number 841851

zbMATH Keywords

self-similaritywaveletFractional Brownian motiondyadic interpolation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cited In (only showing first 100 items - show all)

• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series
• Comparative evaluation of semiparametric long-memory estimators
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
• Two approximation methods to synthesize the power spectrum of fractional Gaussian noise
• Title not available (Why is that?)
• CHARACTERIZATION OF LASER PROPAGATION THROUGH TURBULENT MEDIA BY QUANTIFIERS BASED ON THE WAVELET TRANSFORM
• Different possible behaviors of wavelet leaders of the Brownian motion
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• A characteristic description of orthonormal wavelet on subspace of \(L^{2}(\mathbb{R})\)
• On wavelet analysis of the \(n\)th order fractional Brownian motion
• Title not available (Why is that?)
• On fractional Lévy processes: tempering, sample path properties and stochastic integration
• Testing for bubbles and change-points
• Estimating the Hurst parameter
• Wavelet Fisher's information measure of \(1/f^\alpha\) signals
• Wavelet \(q\)-Fisher information for scaling signal analysis
• Semi-orthogonal frame wavelets and Parseval frame wavelets associated with GMRA
• The tenth Vilnius conference on probability theory and mathematical statistics. II
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• A wavelet characterization for the upper global Hölder index
• Singularity spectrum of fractal signals from wavelet analysis: Exact results
• Spectral representation of fractional Brownian motion in n dimensions and its properties
• Identification of the multiscale fractional Brownian motion with biomechanical applications
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• Multiscale KF algorithm for strong fractional noise interference suppression in discrete-time UWB systems
• Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series
• Expectiles for subordinated Gaussian processes with applications
• Wavelet-based estimation for univariate stable laws
• A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
• Function estimation via wavelet shrinkage for long-memory data
• 2D wavelet-based spectra with applications
• Estimating global and local scaling exponents in turbulent flows using discrete wavelet transformations
• A class of negatively fractal dimensional Gaussian random functions
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test
• A study of wavelet analysis and data extraction from second-order self-similar time series
• Construction of multivariate surrogate sets from nonlinear data using the wavelet transform
• Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
• MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE
• Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
• A wavelet lifting approach to long-memory estimation
• Synthesis of accurate fractional Gaussian noise by filtering
• Adaptive wavelet decompositions of stationary time series
• On the correlation structure of the wavelet coefficients of fractional Brownian motion
• Title not available (Why is that?)
• Analytical formulation of the fractal dimension of filtered stochastic signals
• Modelling NASDAQ series by sparse multifractional Brownian motion
• A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes
• Empirical Testing Of The Infinite Source Poisson Data Traffic Model
• Acoustic impedance inversion via wavelet transform constraints
• Quantum systems for Monte Carlo methods and applications to fractional stochastic processes
• Wavelets on graphs via spectral graph theory
• Analysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point Processes
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
• Random wavelet series based on a tree-indexed Markov chain
• Title not available (Why is that?)
• A spectral approach to simulating intrinsic random fields with power and spline generalized covariances
• On fractional Brownian motion and wavelets
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• The WQN algorithm to adaptively correct artifacts in the EEG signal
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
• Wavelet analysis of the multivariate fractional Brownian motion
• \(k\)-stationarity and wavelets.
• Wavelets and statistical analysis of functional magnetic resonance images of the human brain
• A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps
• Emergence of turbulent epochs in oil prices
• Two-dimensional conditional simulations based on the wavelet decomposition of training images
• A panoramic sketch about the robust stability of time-delay systems and its applications
• Fractal Brownian motion modeling based on ARMA
• Undercoverage of Wavelet-Based Resampling Confidence Intervals
• On multivariate fractional random fields: tempering and operator-stable laws
• Complex-order scale-invariant operators and self-similar processes
• A Wiener-Wintner theorem for \(1/f\) power spectra.
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale
• Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation
• On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
• Power-law noises over general spatial domains and on nonstandard meshes
• Continuity and variation analysis of fractional uncertain processes
• On simple wavelet estimators of random signals and their small-sample properties
• A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
• A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms
• Wavelet analysis of uniformly time-modulated processes
• Wavelet analysis of the Besov regularity of Lévy white noise
• Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
• \(\Lambda\)-neighborhood wavelet shrinkage
• One-step estimation for the fractional Gaussian noise at high-frequency
• Network traffic forecasting combination model based on wavelet transform and chaos algorithm
• Discrimination measures for fractional integrated models based on wavelets
• Large scale reduction principle and application to hypothesis testing
• LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL
• Wavelet energy ratio unit root tests
• Wavelet Shrinkage with Double Weibull Prior
• Discretization error of wavelet coefficient for fractal like processes
• Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
• Quantification of fracture roughness by change probabilities and Hurst exponents
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing

This page was built for publication: Wavelet analysis and synthesis of fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3989587)