Estimation of the self-similarity parameter using the wavelet transform

DOI10.1016/j.sigpro.2003.05.002zbMath1145.94405OpenAlexW2053648455MaRDI QIDQ948352

B. E. Eshmatov

Publication date: 16 October 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2003.05.002

zbMATH Keywords

fractional Brownian motionwavelet transformself-similar processesGumbel distributionlinear regression estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation and detection in stochastic control theory (93E10) Brownian motion (60J65) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

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