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