Open AccessContinuous wavelet estimation for multivariate fractional Brownian motion
Author(s) -
Munaf Yousif Hmood,
Amjad Hibtallah Hamza
Publication year - 2022
Publication title -
pakistan journal of statistics and operation research
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.354
H-Index - 15
eISSN - 2220-5810
pISSN - 1816-2711
DOI - 10.18187/pjsor.v18i3.3657
Subject(s) - mathematics , fractional brownian motion , hurst exponent , wavelet , estimator , covariance matrix , covariance , eigenvalues and eigenvectors , multivariate statistics , statistics , brownian motion , artificial intelligence , computer science , physics , quantum mechanics