Wavelet estimation of fractional Brownian motion embedded in a noisy environment

IEEE Transactions on Information Theory

Volumn 50, Issue 9, 2004, Pages 2194-2200

  Zhang, Lei ^a   Bao, Paul ^b   Wu, Xiaolin ^a  

^a MCMASTER UNIVERSITY   (Canada)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; RANDOM PROCESSES; WAVELET TRANSFORMS; WHITE NOISE;

FRACTIONAL BROWNIAN MOTION; MINIMUM MEAN SQUARE ERROR ESTIMATION; SIGNAL ESTIMATION; WAVELET ESTIMATION; WHITENING FILTERS;

SIGNAL FILTERING AND PREDICTION;

EID: 4544353844     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2004.833357     Document Type: Article

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