scientific article; zbMATH DE number 1959500

MaRDI QIDQ4416749zbMATH OpenFDO

Authors Yazhen Wang, J. Wade Davis, Joseph E. Cavanaugh

Publication date 5 August 2003

zbMATH Keywords

wavelet analysislaw of iterated logarithmgeneralized fractional Brownian motion(generalized) fractional autoregressive integrated moving averagedimensions of sample pathsvariable Hurst exponent

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Stationary stochastic processes (60G10) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Recommendations

• Self-similarity index estimation via wavelets for locally self-similar processes
• scientific article; zbMATH DE number 1488131
• Statistical study of the wavelet analysis of fractional Brownian motion
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• scientific article; zbMATH DE number 734796

Cited in

(20)

• Spectral representation and estimation for locally stationary wavelet processes
• Parameter estimation and spectrum of fractional ARIMA process
• Self-similarity index estimation via wavelets for locally self-similar processes
• scientific article; zbMATH DE number 734796 (Why is no real title available?)
• Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes
• Estimation of the self-similarity parameter using the wavelet transform
• Multivariate Hadamard self-similarity: testing fractal connectivity
• Statistical study of the wavelet analysis of fractional Brownian motion
• Local stationarity and simulation of self-affine intrinsic random functions
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
• Self-similar processes, fractional Brownian motion and statistical inference
• Regularity of multifractional moving average processes with random Hurst exponent
• scientific article; zbMATH DE number 2064996 (Why is no real title available?)
• Discretization of continuous time discrete scale invariant processes: estimation and spectra
• Nonparametric reconstruction of a multifractal function from noisy data
• scientific article; zbMATH DE number 734829 (Why is no real title available?)
• Wavelet estimation for locally self-similar processes
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• Fractional Brownian motion with variable Hurst parameter: definition and properties
• Identification of chaos-periodic transitions, band merging, and internal crisis using wavelet-DFA method

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4416749)