Identification of nonstandard multifractional Brownian motions under white noise by multiscale local variations of its sample paths

DOI10.1155/2013/794130zbMATH Open1299.60056OpenAlexW2064603782WikidataQ59030129 ScholiaQ59030129MaRDI QIDQ474129FDOQ474129

Kwang-Il Ahn, Kichun Lee

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/794130

Mathematics Subject Classification ID

Point estimation (62F10) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• Quadratic variations and estimation of the local Hölder index of a Gaussian process
• Ten Lectures on Wavelets
• Fractional Brownian Motions, Fractional Noises and Applications
• Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
• Identifying the multifractional function of a Gaussian process
• A multifractal wavelet model with application to network traffic
• mBm-based scalings of traffic propagated in internet
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• Identification of multifractional Brownian motion
• On some possible generalizations of fractional Brownian motion.
• Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

Cited In (1)

• Identification of multifractional Brownian motion

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