AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed by Abry and Sellan. We clarify in what sense the wavelet-based simulation procedure works, shed light on the structure of associated fractional low- and high-pass filters, and consequently suggest some modifications to the simulation algorithm
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
Abstract: We present a non exhaustive bibliographical and comparative study of the problem of sim-ul...
In the paper, we consider the problem of simulation of a strictly ?-sub-Gaussian generalized fractio...
We reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed by Abry ...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to o...
We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate...
This article focuses on simulating fractional Brownian motion (fBm). Despite the availability of sev...
Abstract: Wavelet based estimators of the H parameter for fractional Brownian motion (fBm) is known ...
This work provides asymptotic properties of the autocorrelation functions of the wavelet packet coef...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...
<p>Along with estimates for the simulated time series (blue), estimates for the time series integral...
International audienceWe present a non exhaustive bibliographical and comparative study of the probl...
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
Abstract: We present a non exhaustive bibliographical and comparative study of the problem of sim-ul...
In the paper, we consider the problem of simulation of a strictly ?-sub-Gaussian generalized fractio...
We reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed by Abry ...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to o...
We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate...
This article focuses on simulating fractional Brownian motion (fBm). Despite the availability of sev...
Abstract: Wavelet based estimators of the H parameter for fractional Brownian motion (fBm) is known ...
This work provides asymptotic properties of the autocorrelation functions of the wavelet packet coef...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...
<p>Along with estimates for the simulated time series (blue), estimates for the time series integral...
International audienceWe present a non exhaustive bibliographical and comparative study of the probl...
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
Abstract: We present a non exhaustive bibliographical and comparative study of the problem of sim-ul...
In the paper, we consider the problem of simulation of a strictly ?-sub-Gaussian generalized fractio...
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