Wavelet Analysis of Fractional Brownian Motion in Multifractal Time

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dc.citation.bibtexNameinproceedingsen_US
dc.citation.conferenceNameProceedings of the Colloquium GRETSIen_US
dc.contributor.authorGoncalves, Pauloen_US
dc.contributor.authorRiedi, Rudolf H.en_US
dc.contributor.orgDigital Signal Processing (http://dsp.rice.edu/)en_US
dc.date.accessioned2007-10-31T00:44:48Z
dc.date.available2007-10-31T00:44:48Z
dc.date.issued1999-09-20en
dc.date.modified2004-01-22en_US
dc.date.note2004-01-13en_US
dc.date.submitted1999-09-20en_US
dc.descriptionConference Paperen_US
dc.description.abstractWe study <i>fractional Brownian motions in multifractal time</i>, a model for multifractal processes proposed recently in the context of economics. Our interest focuses on the statistical properties of the wavelet decomposition of these processes, such as residual correlations (LRD) and stationarity, which are instrumental towards computing the statistics of wavelet-based estimators of the multifractal spectrum.en_US
dc.identifier.citationP. Goncalves and R. H. Riedi, "Wavelet Analysis of Fractional Brownian Motion in Multifractal Time," 1999.
dc.identifier.urihttps://hdl.handle.net/1911/19902
dc.language.isoeng
dc.subjectTemporary*
dc.subject.keywordTemporaryen_US
dc.subject.otherMultifractalsen_US
dc.titleWavelet Analysis of Fractional Brownian Motion in Multifractal Timeen_US
dc.typeConference paper
dc.type.dcmiText
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