Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion

Journal of Fourier Analysis and Applications

Volumn 5, Issue 5, 1999, Pages 464-494

  Meyer, Yves ^a   Sellan, Fabrice ^b   Taqqu, Murad S ^c  

^a UNIVERSITÉ PARIS SACLAY   (France)

^b Matra Cap Systemes   (France)

^c Boston University   (United States)

Author keywords

Fractional ARIMA; Fractional derivative; Fractional Gaussian noise; Generalized functions; Midpoint displacement technique; Self similarity

Indexed keywords

EID: 0347598034     PISSN: 10695869     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf01261639     Document Type: Article

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