Prediction of long-range-dependent discrete-time fractional Brownian motion process.

Lei Yao Milos Doroslovacki

Published in: ICASSP (4) (2003)

Keyphrases

long range
fractional brownian motion
long range dependence
short range
conditional random fields
stochastic differential equations
non stationary
long range correlations
long range interactions
multiresolution
probabilistic model