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Volumn 3, Issue 3, 1996, Pages 239-253

Convergence properties of wavelet series expansions of fractional Brownian motion

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Indexed keywords


EID: 0041457570     PISSN: 10635203     EISSN: None     Source Type: Journal    
DOI: 10.1006/acha.1996.0019     Document Type: Article
Times cited : (6)

References (14)
  • 2
    • 0028462624 scopus 로고
    • Wavelet approximation of deterministic and random signals: Convergence properties and rates
    • S. Cambanis and E. Masry, Wavelet approximation of deterministic and random signals: Convergence properties and rates, IEEE Trans. Inform. Theory 40 (1994) 1013-1029.
    • (1994) IEEE Trans. Inform. Theory , vol.40 , pp. 1013-1029
    • Cambanis, S.1    Masry, E.2
  • 4
    • 84990575058 scopus 로고
    • Orthonormal bases of compactly supported wavelets
    • I. Daubechies, Orthonormal bases of compactly supported wavelets, Comm. Pure Appl. Math. 41 (1988), 909-996.
    • (1988) Comm. Pure Appl. Math. , vol.41 , pp. 909-996
    • Daubechies, I.1
  • 5
    • 0001249413 scopus 로고
    • Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
    • P. Hall and P. Patil, Formulae for mean integrated squared error of nonlinear wavelet-based density estimators. Ann. Statist. 23 (1995), 905-928.
    • (1995) Ann. Statist. , vol.23 , pp. 905-928
    • Hall, P.1    Patil, P.2
  • 8
    • 0000501589 scopus 로고
    • Fractional Brownian motion. Fractional noises and applications
    • B. B. Mandelbrot and J. Van Ness, Fractional Brownian motion. Fractional noises and applications, SIAM Rev. 10 (1968), 422-437.
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.B.1    Van Ness, J.2
  • 9
    • 0000157273 scopus 로고
    • Probability density estimation from dependent observations using wavelets orthonormal bases
    • E. Masry, Probability density estimation from dependent observations using wavelets orthonormal bases, Statist. Probab. Lett. 21 (1994), 181-194.
    • (1994) Statist. Probab. Lett. , vol.21 , pp. 181-194
    • Masry, E.1
  • 10
    • 0004198869 scopus 로고
    • Cambridge Univ. Press, Cambridge, UK
    • Y. Meyer, "Wavelets and Operators," Cambridge Univ. Press, Cambridge, UK, 1992.
    • (1992) Wavelets and Operators
    • Meyer, Y.1
  • 11
  • 12
    • 0016702610 scopus 로고
    • 1/f noise in music and speech
    • R. F. Voss and J. Clarke, 1/f noise in music and speech, Nature 258 (1975), 317-318.
    • (1975) Nature , vol.258 , pp. 317-318
    • Voss, R.F.1    Clarke, J.2
  • 14
    • 0027271422 scopus 로고
    • Wavelet decomposition of harmonizable random processes
    • P. W. Wong, Wavelet decomposition of harmonizable random processes, IEEE Trans. Information Theory IT-39 (1993), 7-18.
    • (1993) IEEE Trans. Information Theory , vol.IT-39 , pp. 7-18
    • Wong, P.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.