Wavelet-based estimators of scaling behavior

DOI10.1109/TIT.2002.802631zbMath1062.94509OpenAlexW2166296979MaRDI QIDQ4677615

Benjamin Audit, Alain Arneodo, Jean-François Muzy, Emmanuel Bacry

Publication date: 11 May 2005

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2002.802631

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (12)

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