On the approximate discrete KLT of fractional Brownian motion and applications
DOI10.1016/j.jfranklin.2018.09.023zbMath1402.94026OpenAlexW2890781008MaRDI QIDQ1622267
Pushpendra Singh, Anubha Gupta, Shiv Dutt Joshi
Publication date: 19 November 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.09.023
denoising gravitational wave eventdiscrete Karhunen-Loève transformfinancial time-seriesfractional brownian motion
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Gravitational waves (83C35)
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