scientific article; zbMATH DE number 1959500
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Publication:4416749
zbMATH Open1029.60029MaRDI QIDQ4416749FDOQ4416749
Authors: Yazhen Wang, J. Wade Davis, Joseph E. Cavanaugh 
Publication date: 5 August 2003
Title of this publication is not available (Why is that?)
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wavelet analysislaw of iterated logarithmgeneralized fractional Brownian motion(generalized) fractional autoregressive integrated moving averagedimensions of sample pathsvariable Hurst exponent
Numerical methods for wavelets (65T60) Stationary stochastic processes (60G10) Sample path properties (60G17) Self-similar stochastic processes (60G18)
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- Identification of chaos-periodic transitions, band merging, and internal crisis using wavelet-DFA method
- Nonparametric reconstruction of a multifractal function from noisy data
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- Spectral representation and estimation for locally stationary wavelet processes
- Discretization of continuous time discrete scale invariant processes: estimation and spectra
- Local stationarity and simulation of self-affine intrinsic random functions
- Self-similarity index estimation via wavelets for locally self-similar processes
- Statistical study of the wavelet analysis of fractional Brownian motion
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
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- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
- Self-similar processes, fractional Brownian motion and statistical inference
- Estimation of the self-similarity parameter using the wavelet transform
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