Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter values
From MaRDI portal
Publication:2216954
DOI10.1016/J.SPL.2020.108877zbMath1455.60062OpenAlexW3042024756MaRDI QIDQ2216954
Publication date: 18 December 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.108877
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Fractional processes, including fractional Brownian motion (60G22)
Cites Work
- Integral representations and properties of operator fractional Brownian motions
- A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
- Operator-self-similar stable processes
- Wavelet estimation for operator fractional Brownian motion
- Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks
- Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
- Identification of the Multivariate Fractional Brownian Motion
- Wavelet analysis of the multivariate fractional Brownian motion
This page was built for publication: Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter values
