Pages that link to "Item:Q4034465"
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The following pages link to The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion (Q4034465):
Displaying 23 items.
- Parseval frame scaling sets and MSF Parseval frame wavelets (Q602524) (← links)
- A characteristic description of orthonormal wavelet on subspace of \(L^{2}(\mathbb{R})\) (Q602591) (← links)
- Stationarizing two classes of nonstationary processes by wavelet (Q719974) (← links)
- Confinement of the infrared divergence for the Mumford process (Q861333) (← links)
- Semi-orthogonal frame wavelets and Parseval frame wavelets associated with GMRA (Q1002764) (← links)
- Wavelet analysis and covariance structure of some classes of non-stationary processes (Q1581068) (← links)
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (Q1809001) (← links)
- Weak stationarity of a time series with wavelet representation (Q1894995) (← links)
- Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series (Q1925083) (← links)
- Generalized Bernoulli process: simulation, estimation, and application (Q2076955) (← links)
- Analysis of autocorrelation function of stochastic processes by F-transform of higher degree (Q2100154) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Second order structure of scale-space measurements (Q2319520) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← links)
- Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations (Q2512667) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
- Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
- Comparative evaluation of semiparametric long-memory estimators (Q5475370) (← links)
- CHARACTERIZATION OF LASER PROPAGATION THROUGH TURBULENT MEDIA BY QUANTIFIERS BASED ON THE WAVELET TRANSFORM (Q5694557) (← links)
