Wavelet-based estimators of scaling behavior

IEEE Transactions on Information Theory

Volumn 48, Issue 11, 2002, Pages 2938-2954

  Audit, Benjamin ^a,b   Bacry, Emmanuel ^c   Muzy, Jean François ^d   Arneodo, Alain ^a  

^a CENTRE DE RECHERCHE PAUL PASCAL   (France)

^b WELLCOME TRUST SANGER INSTITUTE   (United Kingdom)

^c CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^d UNIVERSITÉ DE CORSE   (France)

Author keywords

Fractional autoregressive integrated moving average (FARIMA); Fractional Brownian motion; Parameter estimation; Scaling phenomena; Self similarity; Wavelet analysis

Indexed keywords

ERROR ANALYSIS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; WAVELET TRANSFORMS;

DETRENDED FLUCTUATION ANALYSIS; FRACTIONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES; MEAN SQUARED ERROR; WAVELET BASED ESTIMATORS; WAVELET TRANSFORM MODULUS MAXIMA;

INFORMATION THEORY;

EID: 0036847050     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2002.802631     Document Type: Article

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