Self-Similarity: Part II—Optimal Estimation of Fractal Processes
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Fractional derivatives and integrals (26A33) Fractals (28A80) Spline approximation (41A15) Self-similar stochastic processes (60G18) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonparametric regression and quantile regression (62G08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cited in
(18)- Estimating self-similarity through complex variations
- Biases in the simulation and analysis of fractal processes
- Gaussian and sparse processes are limits of generalized Poisson processes
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- Estimation of intrinsic processes affected by additive fractal noise
- Influence of unknown exterior samples on interpolated values for band-limited images
- Subjective observation via informational invariance results in creation of fractals and self‐similar processes of fractional order
- On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases
- scientific article; zbMATH DE number 1488131 (Why is no real title available?)
- Left-inverses of fractional Laplacian and sparse stochastic processes
- A note on processes with random stationary increments
- On the Effect of Measuring a Self-Similar Process
- Adaptive wavelet decompositions of stationary time series
- Cubature Method for Stochastic Volterra Integral Equations
- Long-range dependent completely correlated mixed fractional Brownian motion
- Complex-order scale-invariant operators and self-similar processes
- Efficient parameter estimation for self-similar processes
- Polyharmonic multiresolution analysis: An overview and some new results
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