Title :
Wavelet based estimators for self-similar α-stable processes
Author :
Abry, Patrice ; Taqqu, Murad S. ; Pesquet-popescu, BÉatrice
Author_Institution :
Lab. de Phys., Ecole Normale Superieure de Lyon, France
Abstract :
The aim of this work is to propose wavelet based estimators for the self-similarity and stability parameters of stable self-similar processes. These estimators are simple both conceptually and practically, consisting of linear fits performed on the wavelet coefficients of stable self-similar processes. Their statistical performance are studied both theoretically, from the analysis of the statistical properties of the wavelet coefficients, and using numerical simulations
Keywords :
fractals; parameter estimation; stability; statistical analysis; wavelet transforms; linear fits; numerical simulations; self-similar α-stable processes; stability parameters; stable self-similar processes; statistical performance; statistical properties; wavelet based estimators; wavelet coefficients; Continuous wavelet transforms; Discrete wavelet transforms; Frequency; Kernel; Random variables; Statistics; Virtual colonoscopy; Virtual manufacturing; Wavelet coefficients; Wavelet transforms;
Conference_Titel :
Signal Processing Proceedings, 2000. WCCC-ICSP 2000. 5th International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-5747-7
DOI :
10.1109/ICOSP.2000.894512
