Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (Q2723648)
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scientific article; zbMATH DE number 1614989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets |
scientific article; zbMATH DE number 1614989 |
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Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (English)
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8 July 2001
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nonorthogonal wavelets
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fractional Brownian motion
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nonlinear optimization problem
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Wiener filtering
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numerical simulations
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0.9751333
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0.9435443
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0.9129751
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0.9051461
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0.9043319
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0.9022405
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