Add to ORKG[[sponsorship]]資訊科學研究所,資訊科技創新研究中心[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=1053-587X&DestApp=JCR&RQ=IF_CAT_BOXPLO
[[abstract]]© 2002 Institute of Electrical and Electronics Engineers-The purpose of this paper is to...
<p>Along with estimates for the simulated time series (blue), estimates for the time series integral...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...
[[sponsorship]]資訊科學研究所,資訊科技創新研究中心[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com...
Fractional Brownian motion (Bm) is a non-stationary stochas-tic model, which has l/f spectrum and st...
Abstract: Wavelet based estimators of the H parameter for fractional Brownian motion (fBm) is known ...
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
The multifractal spectrum characterizes the scaling and singularity structures of signals and proves...
Conference PaperThe multifractal spectrum characterizes the scaling and singularity structures of si...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
It is well known that the time series behaviour of non-linear systems with fractal attractors has a ...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
In this paper, we propose a method using continuous wavelets to study the multivariate fractio...
This work provides asymptotic properties of the autocorrelation functions of the wavelet packet coef...
We consider the problem of estimating a fractional Brown-ian motion known only from its noisy sample...
[[abstract]]© 2002 Institute of Electrical and Electronics Engineers-The purpose of this paper is to...
<p>Along with estimates for the simulated time series (blue), estimates for the time series integral...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...
[[sponsorship]]資訊科學研究所,資訊科技創新研究中心[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com...
Fractional Brownian motion (Bm) is a non-stationary stochas-tic model, which has l/f spectrum and st...
Abstract: Wavelet based estimators of the H parameter for fractional Brownian motion (fBm) is known ...
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
The multifractal spectrum characterizes the scaling and singularity structures of signals and proves...
Conference PaperThe multifractal spectrum characterizes the scaling and singularity structures of si...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
It is well known that the time series behaviour of non-linear systems with fractal attractors has a ...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
In this paper, we propose a method using continuous wavelets to study the multivariate fractio...
This work provides asymptotic properties of the autocorrelation functions of the wavelet packet coef...
We consider the problem of estimating a fractional Brown-ian motion known only from its noisy sample...
[[abstract]]© 2002 Institute of Electrical and Electronics Engineers-The purpose of this paper is to...
<p>Along with estimates for the simulated time series (blue), estimates for the time series integral...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...