Abstract
The multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the spectrum from a finite data record. In this paper, we derive asymptotic expressions for the bias and variance of a wavelet-based estimator for a fractional Brownian motion (fBm) process. Numerous numerical simulations demonstrate the accuracy and utility of our results.
Original language | English (US) |
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Title of host publication | Conference Record of the Asilomar Conference on Signals, Systems and Computers |
Editors | M.B. Matthews |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 287-291 |
Number of pages | 5 |
Volume | 1 |
State | Published - 1998 |
Event | Proceedings of the 1998 32nd Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2) - Pacific Grove, CA, USA Duration: Nov 1 1998 → Nov 4 1998 |
Other
Other | Proceedings of the 1998 32nd Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2) |
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City | Pacific Grove, CA, USA |
Period | 11/1/98 → 11/4/98 |
ASJC Scopus subject areas
- Hardware and Architecture
- Signal Processing
- Electrical and Electronic Engineering