Estimation of the self-similarity parameter using the wavelet transform
DOI10.1016/j.sigpro.2003.05.002zbMath1145.94405OpenAlexW2053648455MaRDI QIDQ948352
Publication date: 16 October 2008
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2003.05.002
fractional Brownian motionwavelet transformself-similar processesGumbel distributionlinear regression estimation
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation and detection in stochastic control theory (93E10) Brownian motion (60J65) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)
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