Wavelet based estimator for fractional Brownian motion: An experimental point of view.

Gerard Jacquet Rachid Harba

Published in: EUSIPCO (2004)

Keyphrases

fractional brownian motion
long range
non stationary
long range dependence
fractal dimension
financial markets
maximum likelihood
multiresolution
wavelet transform
random fields
least squares
network traffic
information retrieval
texture analysis
mathematical model
long term
stochastic differential equations