Title of article :
Wavelet-based simulation of fractional Brownian motion revisited
Author/Authors :
Vladas Pipiras، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
wavelets , Low- and high-pass filters , FARIMA time series , Fractional Brownian motion , Zero moments , Simulation
Journal title :
Applied and Computational Harmonic Analysis
Journal title :
Applied and Computational Harmonic Analysis