The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
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Publication:4034465
DOI10.1109/18.179371zbMath0768.60036OpenAlexW2153982687MaRDI QIDQ4034465
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
fractional Brownian motionwavelet transformspectral analysisspectral distributionwide-sense stationary incrementsprocesses with stationary increments
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) General second-order stochastic processes (60G12) Markov processes (60J99)
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