Wavelet analysis of the multivariate fractional Brownian motion
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Publication:5408486
DOI10.1051/ps/2012011zbMath1293.42038arXiv1007.2109OpenAlexW3100678894MaRDI QIDQ5408486
Jean-François Coeurjolly, Sophie Achard, Pierre-Olivier Amblard
Publication date: 10 April 2014
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.2109
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Lipschitz (Hölder) classes (26A16) Fractals (28A80)
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