Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet

DOI10.1016/S0252-9602(16)30126-6zbMath1389.62026arXiv1502.00860OpenAlexW2963321890MaRDI QIDQ2408870

Liang Wu, Yiming Ding

Publication date: 20 October 2017

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00860

zbMATH Keywords

self-similaritywavelet analysislong-range dependencefractional Brownian sheetHurst parameters

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)

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