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dc.contributor.authorGoncalves, Paulo
Riedi, Rudolf H.
dc.creatorGoncalves, Paulo
Riedi, Rudolf H. 2007-10-31T00:44:48Z 2007-10-31T00:44:48Z 1999-09-20 1999-09-20
dc.description Conference Paper
dc.description.abstract We study fractional Brownian motions in multifractal time, a model for multifractal processes proposed recently in the context of economics. Our interest focuses on the statistical properties of the wavelet decomposition of these processes, such as residual correlations (LRD) and stationarity, which are instrumental towards computing the statistics of wavelet-based estimators of the multifractal spectrum.
dc.language.iso eng
dc.title Wavelet Analysis of Fractional Brownian Motion in Multifractal Time
dc.type Conference paper 2004-01-13
dc.citation.bibtexName inproceedings 2004-01-22
dc.contributor.orgDigital Signal Processing (
dc.citation.conferenceName Proceedings of the Colloquium GRETSI
dc.type.dcmi Text
dc.type.dcmi Text
dc.identifier.citation P. Goncalves and R. H. Riedi, "Wavelet Analysis of Fractional Brownian Motion in Multifractal Time," 1999.

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  • DSP Publications [508]
    Publications by Rice Faculty and graduate students in digital signal processing.
  • ECE Publications [1289]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students

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