Wavelet packets of fractional Brownian motion: asymptotic analysis and spectrum estimation.
Abdourrahmane M. AttoDominique PastorGrégoire MercierPublished in: IEEE Trans. Inf. Theory (2010)
Keyphrases
- asymptotic analysis
- fractional brownian motion
- wavelet packet
- non stationary
- long range
- fluid model
- fractal dimension
- long range dependence
- random fields
- filter bank
- dual tree
- vector valued
- financial markets
- denoising
- quadtree
- wavelet transform
- image processing
- dynamic programming
- high frequency
- mathematical model
- subband
- parameter estimation
- image compression
- signal processing