Wavelet analysis and synthesis of fractional Brownian motion

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The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
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Adaptive wavelet decompositions of stationary time series
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Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
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Comparative evaluation of semiparametric long-memory estimators
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\(k\)-stationarity and wavelets.
Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series
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A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
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Multiscale KF algorithm for strong fractional noise interference suppression in discrete-time UWB systems
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A characteristic description of orthonormal wavelet on subspace of \(L^{2}(\mathbb{R})\)
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Function estimation via wavelet shrinkage for long-memory data
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Wavelet analysis of the multivariate fractional Brownian motion
Singularity spectrum of fractal signals from wavelet analysis: Exact results
Wavelets on graphs via spectral graph theory
A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps
Wavelet analysis and covariance structure of some classes of non-stationary processes
Emergence of turbulent epochs in oil prices
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
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CHARACTERIZATION OF LASER PROPAGATION THROUGH TURBULENT MEDIA BY QUANTIFIERS BASED ON THE WAVELET TRANSFORM
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2D wavelet-based spectra with applications
DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
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Synthesis of accurate fractional Gaussian noise by filtering
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A spectral approach to simulating intrinsic random fields with power and spline generalized covariances
Wavelet analysis of the Besov regularity of Lévy white noise
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Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL
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Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms
One-step estimation for the fractional Gaussian noise at high-frequency
Testing for effects of cross-correlations on joint multifractality
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Wavelet Packet Transform for Fractional Brownian Motion: Asymptotic Decorrelation and Selection of Best Bases
Multivariate Hadamard self-similarity: testing fractal connectivity
Wavelet energy ratio unit root tests
Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets
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On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation
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Power-law noises over general spatial domains and on nonstandard meshes
scientific article; zbMATH DE number 1193397 (Why is no real title available?)
Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment

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