Now showing items 1-2 of 2
Hybrid Linear / Bilinear Time-Scale Analysis
We introduce a new method for the time-scale analysis of non-stationary signals. Our work leverages the success of the "time-frequency distribution series / cross-term deleted representations" into the time-scale domain ...
Wavelet Analysis of Fractional Brownian Motion in Multifractal Time
We study <i>fractional Brownian motions in multifractal time</i>, a model for multifractal processes proposed recently in the context of economics. Our interest focuses on the statistical properties of the wavelet decomposition ...