On estimating the spectral exponent of fractional Brownian motion.

Jenn-Sen Leu Adrian Papamarcou

Published in: IEEE Trans. Inf. Theory (1995)

Keyphrases

fractional brownian motion
long range
non stationary
fractal dimension
long range dependence
random fields
financial markets
stochastic differential equations
computer vision
hidden markov models
management system
semi supervised
graphical models
model selection