Identification of nonstandard multifractional Brownian motions under white noise by multiscale local variations of its sample paths
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Publication:474129
DOI10.1155/2013/794130zbMATH Open1299.60056OpenAlexW2064603782WikidataQ59030129 ScholiaQ59030129MaRDI QIDQ474129FDOQ474129
Authors: 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
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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
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