On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279)

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scientific article; zbMATH DE number 6131832
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On wavelet analysis of the \(n\)th order fractional Brownian motion
scientific article; zbMATH DE number 6131832

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    On wavelet analysis of the \(n\)th order fractional Brownian motion (English)
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    28 January 2013
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    \(n\)th order fBm
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    scaling exponent
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    wavelet transform
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    derivative operator
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    signal-to-noise ratio
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    weighted least squares estimator
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