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TIT
2010
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TIT 2010
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Wavelet packets of fractional Brownian motion: asymptotic analysis and spectrum estimation
14 years 9 months ago
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hal.archives-ouvertes.fr
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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