On the correlation structure of the wavelet coefficients of fractional Brownian motion (Q4324133)
From MaRDI portal
scientific article; zbMATH DE number 727137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the correlation structure of the wavelet coefficients of fractional Brownian motion |
scientific article; zbMATH DE number 727137 |
Statements
On the correlation structure of the wavelet coefficients of fractional Brownian motion (English)
0 references
1 March 1995
0 references
wavelet transform
0 references
stochastic processes
0 references
fractional Brownian motion
0 references
