On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion

DOI10.1111/1467-9892.00157zbMath0934.62097OpenAlexW2074153246MaRDI QIDQ4939816

Takeshi Kato, Elias Masry

Publication date: 1 March 2000

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00157

zbMATH Keywords

fractional Brownian motionwavelet transformsexistence of spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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