On the correlation structure of the wavelet coefficients of fractional Brownian motion

DOI10.1109/18.333875zbMath0810.60079OpenAlexW2162189034MaRDI QIDQ4324133

Ravi R. Mazumdar, Robert W. Dijkerman

Publication date: 1 March 1995

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

Full work available at URL: https://doi.org/10.1109/18.333875

zbMATH Keywords

fractional Brownian motionstochastic processeswavelet transform

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Brownian motion (60J65)

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