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Volumn IV, Issue , 2005, Pages

Wavelet-based Bayesian analysis of generalized long-memory process

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DATA STORAGE EQUIPMENT; FUNCTIONS; PARAMETER ESTIMATION; SIGNAL THEORY; WAVELET TRANSFORMS;

EID: 33646776817     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2005.1416007     Document Type: Conference Paper
Times cited : (6)

References (10)
  • 4
    • 0007706464 scopus 로고    scopus 로고
    • Estimating a generalized long-memory process
    • C. Chung, "Estimating a generalized long-memory process," Journal of Econometrics, Vol. 73, pp. 237-259, 1996.
    • (1996) Journal of Econometrics , vol.73 , pp. 237-259
    • Chung, C.1
  • 5
    • 0037319506 scopus 로고    scopus 로고
    • On the approximate decorrelation property of discrete wavelet transform for fractionally differenced process
    • Y. Fan, On the Approximate Decorrelation Property of Discrete Wavelet Transform for Fractionally Differenced Process, IEEE Transactions on Information Theory, Vol. 49 pp. 516-521, 2003.
    • (2003) IEEE Transactions on Information Theory , vol.49 , pp. 516-521
    • Fan, Y.1
  • 6
    • 0026679673 scopus 로고
    • Correlation structure of the discrete wavelet coefficients of fraction brownian motion
    • A. Tewfik and M. Kim, "Correlation Structure of the Discrete Wavelet Coefficients of Fraction Brownian Motion", IEEE Transactions on Information Theory, Vol. 38, No. 2, pp.904-909, 1992
    • (1992) IEEE Transactions on Information Theory , vol.38 , Issue.2 , pp. 904-909
    • Tewfik, A.1    Kim, M.2
  • 8
    • 0029378432 scopus 로고
    • On the digital filter associated with daubechies' wavelets
    • M.J. Lai, "On the Digital Filter Associated with Daubechies' Wavelets," IEEE Transactions on Signal Processing, Vol. 43, pp. 2203-2205, 1995.
    • (1995) IEEE Transactions on Signal Processing , vol.43 , pp. 2203-2205
    • Lai, M.J.1
  • 10
    • 0002231124 scopus 로고
    • Tests for hurst effect
    • R.B. Davies, S. Harte, "Tests for Hurst Effect," Biometrika, Vol. 74(1), pp. 95-101, 1987.
    • (1987) Biometrika , vol.74 , Issue.1 , pp. 95-101
    • Davies, R.B.1    Harte, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.