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
Wavelet entropy and fractional Brownian motion time series
✍ Scribed by D.G. Pérez; L. Zunino; M. Garavaglia; O.A. Rosso
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 192 KB
- Volume
- 365
- Category
- Article
- ISSN
- 0378-4371
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