𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Statistical study of the wavelet analysis of fractional Brownian motion

✍ Scribed by Bardet, J.-M.


Book ID
114542179
Publisher
IEEE
Year
2002
Tongue
English
Weight
449 KB
Volume
48
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Convergence Properties of Wavelet Series
✍ Elias Masry πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 282 KB

We consider the approximation of a fractional Brownian motion by a wavelet series expansion at resolution 2 -l . The approximation error is measured in the integrated mean squared sense over finite intervals and we obtain its expansion as a sum of terms with increasing rates of convergence. The depe