$Wavelet analysis of the multivariate fractional Brownian motion$

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Wavelet analysis of the multivariate fractional Brownian motion

13 July 2010

Jean‐François Coeurjolly

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

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Title
Local Whittle estimation with (quasi-)analytic wavelets S. Achard Irène Gannaz 36 1 0 28 Jun 2021
$Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 53 25 0 10 Aug 2017
$Multivariate Hadamard self-similarity: testing fractal connectivity$ Multivariate Hadamard self-similarity: testing fractal connectivity H. Wendt G. Didier Sébastien Combrexelle P. Abry 51 24 0 16 Jan 2017
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion Jordan Frécon G. Didier N. Pustelnik P. Abry 60 11 0 28 Aug 2016
$Two-step wavelet-based estimation for mixed Gaussian fractional processes$ Two-step wavelet-based estimation for mixed Gaussian fractional processes P. Abry G. Didier Hui Li 39 1 0 18 Jul 2016
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix Jean‐François Coeurjolly Emilio Porcu 40 16 0 01 Apr 2016
$Wavelet estimation for operator fractional Brownian motion$ Wavelet estimation for operator fractional Brownian motion P. Abry G. Didier 103 45 0 24 Jan 2015
Multivariate wavelet Whittle estimation in long-range dependence S. Achard Irène Gannaz 67 32 0 01 Dec 2014
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 80 61 0 14 Feb 2011
Basic properties of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly F. Lavancier A. Philippe 108 68 0 06 Jul 2010