Multidimensional Systems and Signal Processing
Wavelet estimation by Bayesian thresholding and model selection
Automatica (Journal of IFAC)
LASS: a tool for the local analysis of self-similarity
Computational Statistics & Data Analysis
Computer Networks: The International Journal of Computer and Telecommunications Networking - Special issue: Long range dependent trafic
Asymptotic decorrelation of between-scale wavelet coefficients of generalized fractional process
Digital Signal Processing
2D wavelet-based spectra with applications
Computational Statistics & Data Analysis
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It is shown that the discrete wavelet coefficients of fractional Brownian motion at different scales are correlated and that their auto- and cross-correlation functions decay hyperbolically fast at a rate much faster than that of the autocorrelation of the fractional Brownian motion itself. The rate of decay of the correlation function in the wavelet domain is primarily determined by the number of vanishing moments of the analyzing wavelet