Statistical study of the wavelet analysis of fractional Brownian motion
From MaRDI portal
Publication:4674487
Recommendations
- scientific article; zbMATH DE number 1258336
- scientific article; zbMATH DE number 1959500
- scientific article; zbMATH DE number 1552225
- The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Cited in
(34)- Large scale reduction principle and application to hypothesis testing
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
- Wavelet \(q\)-Fisher information for scaling signal analysis
- Identification of the multiscale fractional Brownian motion with biomechanical applications
- Estimators of long-memory: Fourier versus wavelets
- Multivariate Hadamard self-similarity: testing fractal connectivity
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
- On the correlation structure of the wavelet coefficients of fractional Brownian motion
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients
- scientific article; zbMATH DE number 1552225 (Why is no real title available?)
- scientific article; zbMATH DE number 1807619 (Why is no real title available?)
- Multifractional vector Brownian motions, their decompositions, and generalizations
- On fractional Brownian motion and wavelets
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
- Modelling NASDAQ series by sparse multifractional Brownian motion
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale
- A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
- The tenth Vilnius conference on probability theory and mathematical statistics. II
- scientific article; zbMATH DE number 5371192 (Why is no real title available?)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- Modelling for the wavelet coefficients of ARFIMA processes
- Discretization error of wavelet coefficient for fractal like processes
- Wavelet analysis of the multivariate fractional Brownian motion
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
- On wavelet analysis of the \(n\)th order fractional Brownian motion
- scientific article; zbMATH DE number 1959500 (Why is no real title available?)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
- Statistical challenges in microrheology
This page was built for publication: Statistical study of the wavelet analysis of fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4674487)
