Fractal estimation from noisy data via discrete fractional Gaussian noise (DFGN) and the Haar basis

DOI10.1109/78.258096MaRDI QIDQ4878201zbMATH OpenOpenAlexFDO

Authors

Publication date 29 May 1996

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/7a2c5ea01e6e72439283341f661ffafb9ba8eade

zbMATH Keywords

fractional Brownian motionnumerical simulationHaar basisdiscrete wavelet transformdiscrete fractional Gaussian noisefractal estimation algorithm

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Brownian motion (60J65) General harmonic expansions, frames (42C15)

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Cited in

(12)

• A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
• Fractal dimension estimation and noise filtering using hough transform
• Estimation of spectral exponent parameter of \(1/f\) process in additive white background noise
• On least squares estimation for long-memory lattice processes
• Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models
• Estimators of long-memory: Fourier versus wavelets
• MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE
• Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets
• Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise
• Wavelet based approach to fractals and fractal signal denoising
• Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms
• Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment

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