On wavelet analysis of the \(n\)th order fractional Brownian motion
type: Item
instance of: scholarly article
title: On wavelet analysis of the \(n\)th order fractional Brownian motion
zbMATH Open document ID: 1329.60106
author: Yanyan Li
published in: Statistical Methods and Applications
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 65T60
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 6131832
zbMATH Keywords: \(n\)th order fBm
zbMATH Keywords: scaling exponent
zbMATH Keywords: wavelet transform
zbMATH Keywords: derivative operator
zbMATH Keywords: signal-to-noise ratio
zbMATH Keywords: weighted least squares estimator
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: s10260-012-0187-2
OpenAlex ID: W2033715413
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DOI: 10.1007/S10260-012-0187-2
description: scientific article; zbMATH DE number 6131832