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Correlation structure of the discrete wavelet coefficients of fractional Brownian motion - MaRDI portal

Correlation structure of the discrete wavelet coefficients of fractional Brownian motion (Q3989586)

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scientific article; zbMATH DE number 34852
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English
Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
scientific article; zbMATH DE number 34852

    Statements

    Correlation structure of the discrete wavelet coefficients of fractional Brownian motion (English)
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    28 June 1992
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    wavelet
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    fractional Brownian motion
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    correlation function
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    Identifiers