A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation
| dc.citation.bibtexName | inproceedings | en_US |
| dc.citation.conferenceName | Asilomar Conference on Signals, Systems, and Computers | en_US |
| dc.citation.firstpage | 287 | |
| dc.citation.lastpage | 291 | |
| dc.citation.location | Pacific Grove, CA | en_US |
| dc.citation.volumeNumber | 1 | en_US |
| dc.contributor.author | Goncalves, Paulo | en_US |
| dc.contributor.author | Riedi, Rudolf H. | en_US |
| dc.contributor.author | Baraniuk, Richard G. | en_US |
| dc.contributor.org | Digital Signal Processing (http://dsp.rice.edu/) | en_US |
| dc.date.accessioned | 2007-10-31T00:44:45Z | |
| dc.date.available | 2007-10-31T00:44:45Z | |
| dc.date.issued | 1998-11-01 | en |
| dc.date.modified | 2006-07-19 | en_US |
| dc.date.note | 2004-01-13 | en_US |
| dc.date.submitted | 1998-11-01 | en_US |
| dc.description | Conference Paper | en_US |
| dc.description.abstract | The 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.sponsorship | National Science Foundation | en_US |
| dc.description.sponsorship | Air Force Office of Scientific Research | en_US |
| dc.identifier.citation | P. Goncalves, R. H. Riedi and R. G. Baraniuk, "A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation," vol. 1, 1998. | |
| dc.identifier.doi | http://dx.doi.org/10.1109/ACSSC.1998.750873 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1911/19901 | |
| dc.language.iso | eng | |
| dc.subject | Temporary | * |
| dc.subject.keyword | Temporary | en_US |
| dc.subject.other | Multifractals | en_US |
| dc.title | A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation | en_US |
| dc.type | Conference paper | |
| dc.type.dcmi | Text |