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Wavelet Packets of Fractional Brownian Motion: Asymptotic Analysis and Spectrum Estimation
Work
Year: 2010
Type: article
Abstract: This paper provides asymptotic properties of the autocorrelation functions of the wavelet packet coefficients of a fractional Brownian motion. It also discusses the convergence speed to the limit auto... more
Cites: 40
Cited by: 21
Related to: 10
FWCI: 3.47
Citation percentile (by year/subfield): 87.42
Open Access status: green