Wavelet analysis of the multivariate fractional Brownian motion

Author: Coeurjolly Jean-François   Amblard Pierre-Olivier   Achard Sophie  

Publisher: Edp Sciences

E-ISSN: 1262-3318|17|issue|592-604

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.17, Iss.issue, 2013-08, pp. : 592-604

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Abstract