지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
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Existence of spectral density of wavelet transform in the case of fractional Brownian motion is proved by Kato and Masry (1999). Given their results, we provide supplementary results on spectral behavior at thezero frequency. It is found that the spectral density at the zero frequency, determined by the memory parameter and the number of vanishing moments of the wavelets, generates possible degeneracy. Our results can be understood as spectral version of decorrelation properties of wavelet transforms.
목차
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참고문헌 (9)
참고문헌 신청
Bahr, B. / 1965 / Inequalities for the rth moment of a sum of random variables / Annals of Mathematical Statistics 36 : 299 ~ 303
Baillie, R. / 1996 / Long memory processes and fractional integration in econometrics / Journal of Econometrics 73 : 5 ~ 59
Flandrin, B. / 1989 / On the spectrum of fractional Brownian motion / IEEE Transactions on Information Theory 35 : 197 ~ 199
Flandrin, B. / 1992 / Wavelet analysis and synthesis of fractional Brownian motion / IEEE Transactions on Information Theory 38 : 910 ~ 917
Hernandez, E. / 1996 / A first course on wavelets / CRC Press
Baillie, R. / 1996 / Long memory processes and fractional integration in econometrics / Journal of Econometrics 73 : 5 ~ 59
Flandrin, B. / 1989 / On the spectrum of fractional Brownian motion / IEEE Transactions on Information Theory 35 : 197 ~ 199
Flandrin, B. / 1992 / Wavelet analysis and synthesis of fractional Brownian motion / IEEE Transactions on Information Theory 38 : 910 ~ 917
Hernandez, E. / 1996 / A first course on wavelets / CRC Press
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