Wavelet-based simulation of fractional Brownian motion revisited

Applied and Computational Harmonic Analysis

Volumn 19, Issue 1, 2005, Pages 49-60

  Pipiras, Vladas ^a  

^a The University of North Carolina at Chapel Hill   (United States)

Author keywords

FARIMA time series; Fractional Brownian motion; Low and high pass filters; Simulation; Wavelets; Zero moments

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; HIGH PASS FILTERS; RANDOM PROCESSES; SET THEORY; WAVELET TRANSFORMS;

FARIMA TIME SERIES; FRACTIONAL BROWNIAN MOTION; LOW-AND HIGH-PASS FILTERS; SIMULATIONS; WAVELETS; ZERO MOMENTS;

BROWNIAN MOVEMENT;

EID: 20144377121     PISSN: 10635203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.acha.2005.01.002     Document Type: Article

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