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Wavelet Packets of Fractional Brownian Motion: Asymptotic Analysis and Spectrum Estimation

โœ Scribed by Atto, A.M.; Pastor, D.; Mercier, G.


Book ID
114642236
Publisher
IEEE
Year
2010
Tongue
English
Weight
914 KB
Volume
56
Category
Article
ISSN
0018-9448

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โœ O. Magrรฉ; M. Guglielmi ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 544 KB

This paper deals with the study of fractional Brownian motion (tam) and fractional Brownian noises. First. we study the Barnes and Allan model, which is very close to the (tbm). Then, we propose an infinite dimension state model, where each state is the solution of a first order differential equatio