Estimation of the self-similarity parameter using the wavelet transform

Signal Processing

Volumn 84, Issue 1, 2004, Pages 117-123

  Soltani, S ^a   Simard, P ^a   Boichu, D ^b  

^a UNIVERSITÉ DE TECHNOLOGIE DE COMPIÈGNE   (France)

^b UNIVERSITÉ DE TECHNOLOGIE DE COMPIÈGNE   (France)

Author keywords

Fractional Brownian motion; Gumbel distribution; Linear regression estimation; Self similar processes; Wavelet transform

Indexed keywords

BROWNIAN MOVEMENT; FREQUENCIES; REGRESSION ANALYSIS; WAVELET TRANSFORMS;

GAUSSIAN PROCESS; GUMBEL DISTRIBUTION;

SIGNAL PROCESSING;

EID: 0345356528     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2003.05.002     Document Type: Article

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