Wavelet analysis of the multivariate fractional Brownian motion

13 July 2010

Papers citing "Wavelet analysis of the multivariate fractional Brownian motion"

5 / 5 papers shown

Title
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 59 61 0 14 Feb 2011
$Integral representations and properties of operator fractional Brownian motions$ Integral representations and properties of operator fractional Brownian motions G. Didier V. Pipiras 84 82 0 09 Feb 2011
Basic properties of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly F. Lavancier A. Philippe 74 68 0 06 Jul 2010
Covariance function of vector self-similar process F. Lavancier A. Philippe D. Surgailis 78 85 0 24 Jun 2009
Estimators of Long-Memory: Fourier versus Wavelets Gilles Fay Eric Moulines François Roueff M. Taqqu 161 99 0 28 Jan 2008