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Wavelet analysis of the multivariate fractional Brownian motion
v1v2 (latest)

Wavelet analysis of the multivariate fractional Brownian motion

13 July 2010
Jean‐François Coeurjolly
P. Amblard
S. Achard
ArXiv (abs)PDFHTML

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

10 / 10 papers shown
Local Whittle estimation with (quasi-)analytic wavelets
Local Whittle estimation with (quasi-)analytic waveletsJournal of Time Series Analysis (JTSA), 2021
S. Achard
Irène Gannaz
252
1
0
28 Jun 2021
Wavelet eigenvalue regression for $n$-variate operator fractional
  Brownian motion
Wavelet eigenvalue regression for nnn-variate operator fractional Brownian motionJournal of Multivariate Analysis (J. Multivar. Anal.), 2017
P. Abry
G. Didier
153
28
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
131
24
0
16 Jan 2017
Non-Linear Wavelet Regression and Branch & Bound Optimization for the
  Full Identification of Bivariate Operator Fractional Brownian Motion
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian MotionIEEE Transactions on Signal Processing (IEEE TSP), 2016
Jordan Frécon
G. Didier
N. Pustelnik
P. Abry
150
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
270
1
0
18 Jul 2016
Fast and exact simulation of complex-valued stationary Gaussian
  processes through embedding circulant matrix
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
Jean‐François Coeurjolly
Emilio Porcu
147
16
0
01 Apr 2016
Wavelet estimation for operator fractional Brownian motion
Wavelet estimation for operator fractional Brownian motion
P. Abry
G. Didier
249
49
0
24 Jan 2015
Multivariate wavelet Whittle estimation in long-range dependence
Multivariate wavelet Whittle estimation in long-range dependence
S. Achard
Irène Gannaz
264
32
0
01 Dec 2014
Identification of the Multivariate Fractional Brownian Motion
Identification of the Multivariate Fractional Brownian MotionIEEE Transactions on Signal Processing (IEEE TSP), 2011
P. Amblard
Jean‐François Coeurjolly
216
63
0
14 Feb 2011
Basic properties of the Multivariate Fractional Brownian Motion
Basic properties of the Multivariate Fractional Brownian Motion
P. Amblard
Jean‐François Coeurjolly
F. Lavancier
A. Philippe
296
75
0
06 Jul 2010
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