On the Correlation Structure of the Wavelet Coefficients of Fractional Brownian Motion

IEEE Transactions on Information Theory

Volumn 40, Issue 5, 1994, Pages 1609-1612

  Dijkerman, Robert W ^a   Mazumdar, Ravi R ^b  

^a INRS EMT   (Canada)

^b NATIONAL AEROSPACE LABORATORY NLR   (Netherlands)

Author keywords

fractional Brownian motion; stochastic processes; Wavelet transform

Indexed keywords

BROWNIAN MOVEMENT; CORRELATION THEORY; FUNCTIONS; MATHEMATICAL MODELS; RANDOM PROCESSES; SIGNAL PROCESSING; THEOREM PROVING; WAVELET TRANSFORMS;

CORRELATION STRUCTURE; DECORRELATION; DISCRETE WAVELET COEFFICIENT; FRACTIONAL BROWNIAN MOTION; MULTIRESOLUTION ANALYSIS; POWER SERIES EXPANSION; VANISHING MOMENT;

INFORMATION THEORY;

EID: 0028515049     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.333875     Document Type: Article

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