Identification of the multiscale fractional Brownian motion with biomechanical applications

DOI10.1111/j.1467-9892.2006.00494.xzbMath1164.62034arXivmath/0701873OpenAlexW2065572004MaRDI QIDQ5430490

Pierre R. Bertrand, Jean-Marc Bardet

Publication date: 16 December 2007

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701873

zbMATH Keywords

wavelet transformHurst parametergoodness-of-fit testasymptotic normality of estimate

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Biomechanics (92C10)

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