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    Wavelet packets of fractional Brownian motion: asymptotic analysis and spectrum estimation
    13 years 6 months ago
    Wavelet packets of fractional Brownian motion: asymptotic analysis and spectrum estimation
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    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...
    Abdourrahmane M. Atto, Dominique Pastor, Gré...
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