Rice Univesrity Logo
    • FAQ
    • Deposit your work
    • Login
    View Item 
    •   Rice Scholarship Home
    • Faculty & Staff Research
    • George R. Brown School of Engineering
    • Electrical and Computer Engineering
    • ECE Publications
    • View Item
    •   Rice Scholarship Home
    • Faculty & Staff Research
    • George R. Brown School of Engineering
    • Electrical and Computer Engineering
    • ECE Publications
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation

    Thumbnail
    Name:
    Gon1998Nov5SimpleSta.PDF
    Size:
    458.4Kb
    Format:
    PDF
    View/Open
    Thumbnail
    Name:
    Gon1998Nov5SimpleSta.PS
    Size:
    255.9Kb
    Format:
    Postscript
    View/Open
    Author
    Goncalves, Paulo; Riedi, Rudolf H.; Baraniuk, Richard G.
    Date
    2004-01-13
    Abstract
    The multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the spectrum from a finite data record. In this paper, we derive asymptotic expressions for the bias and variance of a wavelet-based estimator for a fractional Brownian motion (fBm) process. Numerous numerical simulations demonstrate the accuracy and utility of our results.
    Description
    Conference Paper
    Citation
    P. Goncalves, R. H. Riedi and R. G. Baraniuk, "A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation," vol. 1, 1998.
    Published Version
    http://dx.doi.org/10.1109/ACSSC.1998.750873
    Keyword
    Temporary; Multifractals; Temporary
    Type
    Conference paper
    Citable link to this page
    https://hdl.handle.net/1911/19901
    Metadata
    Show full item record
    Collections
    • DSP Publications [508]
    • ECE Publications [1468]

    Home | FAQ | Contact Us | Privacy Notice | Accessibility Statement
    Managed by the Digital Scholarship Services at Fondren Library, Rice University
    Physical Address: 6100 Main Street, Houston, Texas 77005
    Mailing Address: MS-44, P.O.BOX 1892, Houston, Texas 77251-1892
    Site Map

     

    Searching scope

    Browse

    Entire ArchiveCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsTypeThis CollectionBy Issue DateAuthorsTitlesSubjectsType

    My Account

    Login

    Statistics

    View Usage Statistics

    Home | FAQ | Contact Us | Privacy Notice | Accessibility Statement
    Managed by the Digital Scholarship Services at Fondren Library, Rice University
    Physical Address: 6100 Main Street, Houston, Texas 77005
    Mailing Address: MS-44, P.O.BOX 1892, Houston, Texas 77251-1892
    Site Map