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Inference on fractal processes using multiresolution approximation - MaRDI portal

Inference on fractal processes using multiresolution approximation (Q5449354)

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scientific article; zbMATH DE number 5247307
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Inference on fractal processes using multiresolution approximation
scientific article; zbMATH DE number 5247307

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    Inference on fractal processes using multiresolution approximation (English)
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    11 March 2008
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    fractal process
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    fractional Brownian motion
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    graphical model
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    Markov chain Monte Carlo
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    multiresolution approximation
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    temporal modelling
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