A wavelet-based joint estimator of the parameters of long-range dependence
نویسندگان
چکیده
منابع مشابه
A Wavelet-Based Joint Estimator of the Parameters of Long-Range Dependence
A joint estimator is presented for the two parameters that define the long-range dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a recently proposed wavelet-based estimator of the scaling parameter [4], as well as extending it to include the associated power parameter. An important feature is its conceptual an...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1999
ISSN: 0018-9448
DOI: 10.1109/18.761330