Wavelet analysis of the multivariate fractional Brownian motion (Q5408486)
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scientific article; zbMATH DE number 6282487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet analysis of the multivariate fractional Brownian motion |
scientific article; zbMATH DE number 6282487 |
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Wavelet analysis of the multivariate fractional Brownian motion (English)
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10 April 2014
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multivariate fractional Brownian motion
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wavelet analysis
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cross-correlation
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cross-spectrum
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