Pages that link to "Item:Q2564042"

The following pages link to The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation (Q2564042):

Displaying 45 items.

• Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks (Q407818) (← links)
• Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs (Q431301) (← links)
• Numerical schemes for rough parabolic equations (Q434372) (← links)
• 2D wavelet-based spectra with applications (Q452673) (← links)
• Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
• Multi-scale correlations in different futures markets (Q978788) (← links)
• Wavelet-based synthesis of the Rosenblatt process (Q1031285) (← links)
• Can continuous-time stationary stable processes have discrete linear representations? (Q1423134) (← links)
• Hurst exponent estimation of self-affine time series using quantile graphs (Q1619018) (← links)
• Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind (Q1668046) (← links)
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (Q1809001) (← links)
• Strongly convex optimization for joint fractal feature estimation and texture segmentation (Q2036503) (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
• Multi-scale transition matrix approach to time series (Q2070240) (← links)
• A modified multifractal detrended fluctuation analysis (MFDFA) approach for multifractal analysis of precipitation (Q2072302) (← links)
• Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane (Q2120720) (← links)
• Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane (Q2139332) (← links)
• Temporal correlations in the Vicsek model with vectorial noise (Q2149146) (← links)
• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
• Fast and exact synthesis of some operator scaling Gaussian random fields (Q2278459) (← links)
• Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
• Wavelet-based simulation of fractional Brownian motion revisited (Q2484415) (← links)
• The non-linear relationship between randomness and scaling properties such as fractal dimensions and Hurst exponent in distributed signals (Q2656039) (← links)
• Function Spaces Vs. Scaling Functions: Tools for Image Classification (Q3020478) (← links)
• Multifractality and Laplace spectrum of horizontal visibility graphs constructed from fractional Brownian motions (Q3302562) (← links)
• Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
• Weak Solutions to a Nonuniformly Elliptic PDE System in the Harmonic Regime (Q3448868) (← links)
• Series representation and simulation of multifractional Lévy motions (Q4464171) (← links)
• ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043) (← links)
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) (← links)
• Chaotic Dynamics in Brain Activity: An Approach Based on Cross-Prediction Errors for Nonstationary Signals (Q4686457) (← links)
• (Q4862193) (← links)
• ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
• Contrasting chaotic with stochastic dynamics via ordinal transition networks (Q5119442) (← links)
• Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
• A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (Q5416536) (← links)
• Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)
• Using the Wavelet Transform for Time Series Analysis (Q5860752) (← links)
• Self-similarity index estimation via wavelets for locally self-similar processes (Q5954821) (← links)
• Bayesian inverse problems with heterogeneous variance (Q6049784) (← links)
• Order estimation for a fractional Brownian motion model of glucose control (Q6058998) (← links)
• Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach (Q6152298) (← links)
• Bridge successive states for a complex system with evolutionary matrix (Q6500374) (← links)
• A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
• Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (Q6585928) (← links)