Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (Q1809001)
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scientific article; zbMATH DE number 1370064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion |
scientific article; zbMATH DE number 1370064 |
Statements
Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (English)
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7 November 2000
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fractional ARIMA
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midpoint displacement technique
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fractional Gaussian noise
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fractional derivative
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generalized functions
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self-similarity
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