The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion

DOI10.1109/18.179371zbMATH Open0768.60036OpenAlexW2153982687MaRDI QIDQ4034465FDOQ4034465

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1109/18.179371

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wavelet transform spectral analysis fractional Brownian motion spectral distribution processes with stationary increments wide-sense stationary increments

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Markov processes (60J99) General second-order stochastic processes (60G12)

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