Correlation Structure of the Discrete Wavelet Coefficients of Fractional Brownian Motion

IEEE Transactions on Information Theory

Volumn 38, Issue 2, 1992, Pages 904-909

  Tewfik, A H ^a   Kim, M ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

fractional Brownian motion; multiscale analysis; stochastic processes; Wavelets

Indexed keywords

MATHEMATICAL TECHNIQUES - VECTORS; MATHEMATICAL TRANSFORMATIONS; SPECTRUM ANALYSIS;

AUTO-CORRELATION FUNCTIONS; CROSS-CORRELATION FUNCTIONS; FRACTIONAL BROWNIAN MOTION; SELF-SIMILARITY; VANISHING MOMENTS; WAVELETS;

PROBABILITY;

EID: 0026679673     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.119750     Document Type: Article

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