On the Wavelet Transform of Fractional Brownian Motion

IEEE Transactions on Information Theory

Volumn 37, Issue 4, 1991, Pages 1156-1158

  Zeitouni, O ^b  

^a MITRE CORPORATION   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

fractional Brownian motion; Wavelet transform

Indexed keywords

MATHEMATICAL STATISTICS; MATHEMATICAL TRANSFORMATIONS;

BROWNIAN MOTION; COVARIANCE; GAUSSIAN PROCESSES; WAVELET TRANSFORMS;

PROBABILITY;

EID: 0026190345     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.87007     Document Type: Article

References (6)

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