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• W2065572004 abstract "Abstract. In certain applications, for instance, biomechanics, turbulence, finance or internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion (FBM) for which the Hurst parameter H depends on the frequency as a piece-wise constant function. These processes are called multiscale fractional Brownian motions. In this article, we provide a statistical study of the multiscale fractional Brownian motions. We developed a method based on wavelet analysis. By using this method, we calculated the frequency changes, estimated the different parameters, tested the goodness-of-fit and gave the numerical algorithm. Biomechanical data are then studied with these new tools." @default.
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• W2065572004 date "2007-01-01" @default.
• W2065572004 modified "2023-09-30" @default.
• W2065572004 title "Identification of the multiscale fractional Brownian motion with biomechanical applications" @default.
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• W2065572004 doi "https://doi.org/10.1111/j.1467-9892.2006.00494.x" @default.
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