Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.

Y. Meyer; F. Sellan; M.S. Taqqu

The journal of Fourier analysis and applications [[Elektronische Ressource]] (1999)

  • Volume: 5, Issue: 5, page 465-494
  • ISSN: 1069-5869; 1531-5851/e

How to cite

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Meyer, Y., Sellan, F., and Taqqu, M.S.. "Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.." The journal of Fourier analysis and applications [[Elektronische Ressource]] 5.5 (1999): 465-494. <http://eudml.org/doc/59619>.

@article{Meyer1999,
author = {Meyer, Y., Sellan, F., Taqqu, M.S.},
journal = {The journal of Fourier analysis and applications [[Elektronische Ressource]]},
keywords = {fractional ARIMA; midpoint displacement technique; fractional Gaussian noise; fractional derivative; generalized functions; self-similarity},
number = {5},
pages = {465-494},
title = {Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.},
url = {http://eudml.org/doc/59619},
volume = {5},
year = {1999},
}

TY - JOUR
AU - Meyer, Y.
AU - Sellan, F.
AU - Taqqu, M.S.
TI - Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.
JO - The journal of Fourier analysis and applications [[Elektronische Ressource]]
PY - 1999
VL - 5
IS - 5
SP - 465
EP - 494
KW - fractional ARIMA; midpoint displacement technique; fractional Gaussian noise; fractional derivative; generalized functions; self-similarity
UR - http://eudml.org/doc/59619
ER -

Citations in EuDML Documents

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  1. Laure Coutin, Monique Pontier, Approximation of the fractional Brownian sheet Ornstein-Uhlenbeck sheet
  2. Marianne Clausel, Lacunary Fractional brownian Motion
  3. Hermine Biermé, Frédéric Richard, Estimation of anisotropic gaussian fields through Radon transform
  4. Marianne Clausel, Lacunary Fractional Brownian Motion
  5. Hermine Biermé, Frédéric Richard, Estimation of anisotropic Gaussian fields through Radon transform
  6. Pierre Raphaël Bertrand, Mehdi Fhima, Arnaud Guillin, Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method

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