2 search results - page 1 / 1 » Wavelet packets of fractional Brownian motion: asymptotic an... |
TIT
2010
13 years 2 months ago
2010
This work provides asymptotic properties of the autocorrelation functions of the wavelet packet coefficients of a fractional Brownian motion. It also discusses the convergence spe...
TIT
2002
13 years 7 months ago
2002
Various wavelet-based estimators of self-similarity or long-range dependence scaling exponent are studied extensively. These estimators mainly include the (bi)orthogonal wavelet e...