Wavelet analysis and covariance structure of some classes of non-stationary processes
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Publication:1581068
DOI10.1007/BF02510146zbMath0958.60034OpenAlexW2082866236MaRDI QIDQ1581068
Publication date: 12 November 2000
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/59650
fractional Brownian motionwavelet analysislocally stationary processesstationary processesstationary incrementsfractional increments
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) General second-order stochastic processes (60G12) Fractals (28A80) Applications of functional analysis in probability theory and statistics (46N30)
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