A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation

Simple item page
dc.citation.bibtexNameinproceedingsen_US
dc.citation.conferenceNameAsilomar Conference on Signals, Systems, and Computersen_US
dc.citation.firstpage287en_US
dc.citation.lastpage291en_US
dc.citation.locationPacific Grove, CAen_US
dc.citation.volumeNumber1en_US
dc.contributor.authorGoncalves, Pauloen_US
dc.contributor.authorRiedi, Rudolf H.en_US
dc.contributor.authorBaraniuk, Richard G.en_US
dc.contributor.orgDigital Signal Processing (http://dsp.rice.edu/)en_US
dc.date.accessioned2007-10-31T00:44:45Zen_US
dc.date.available2007-10-31T00:44:45Zen_US
dc.date.issued1998-11-01en_US
dc.date.modified2006-07-19en_US
dc.date.note2004-01-13en_US
dc.date.submitted1998-11-01en_US
dc.descriptionConference Paperen_US
dc.description.abstractThe multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the spectrum from a finite data record. In this paper, we derive asymptotic expressions for the bias and variance of a wavelet-based estimator for a fractional Brownian motion (fBm) process. Numerous numerical simulations demonstrate the accuracy and utility of our results.en_US
dc.description.sponsorshipNational Science Foundationen_US
dc.description.sponsorshipAir Force Office of Scientific Researchen_US
dc.identifier.citationP. Goncalves, R. H. Riedi and R. G. Baraniuk, "A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation," vol. 1, 1998.en_US
dc.identifier.doihttp://dx.doi.org/10.1109/ACSSC.1998.750873en_US
dc.identifier.urihttps://hdl.handle.net/1911/19901en_US
dc.language.isoengen_US
dc.subjectTemporaryen_US
dc.subject.keywordTemporaryen_US
dc.subject.otherMultifractalsen_US
dc.titleA Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimationen_US
dc.typeConference paperen_US
dc.type.dcmiTexten_US
Files
Original bundle
Now showing 1 - 2 of 2
Thumbnail Image
Name:
Gon1998Nov5SimpleSta.PDF
Size:
458.44 KB
Format:
Adobe Portable Document Format
Download
No Thumbnail Available
Name:
Gon1998Nov5SimpleSta.PS
Size:
255.92 KB
Format:
Postscript Files
Download
Collections
ECE Publications
DSP Publications