Robust Estimation of Fractional Brownian Motions with Wavelets
- 2000-08-28 (Mon.), 10:30 AM
- Recreation Hall, 2F, Institute of Statistical Science
- Prof. Wen-Liang Hwang
- Institute of Information Science, Academia Sinica
Abstract
Fractional Brownian motions have been widely used in modeling textures, internet traffic, financial data, etc. We show some recent results on robustly estimating fractional Brownian motions with additive white Gaussian noise as well as their applications by means of the wavelet transforms.
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