DSpace at EWHA: On the spectral degeneracy of wavelet transforms of fractional Brownian motion

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DC Field	Value	Language
dc.contributor.author	이진	-
dc.date.accessioned	2016-08-29T12:08:30Z	-
dc.date.available	2016-08-29T12:08:30Z	-
dc.date.issued	2014	-
dc.identifier.issn	1229-2893	-
dc.identifier.other	OAK-18307	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/231385	-
dc.description.abstract	Degeneracy; Fractional Brownian motion; Spectral density at the zero frequency; Wavelet transform	-
dc.language	English	-
dc.publisher	Korean Econometric Society	-
dc.title	On the spectral degeneracy of wavelet transforms of fractional Brownian motion	-
dc.type	Article	-
dc.relation.issue	1	-
dc.relation.volume	25	-
dc.relation.index	SCOPUS	-
dc.relation.startpage	58	-
dc.relation.lastpage	66	-
dc.relation.journaltitle	Journal of Economic Theory and Econometrics	-
dc.identifier.scopusid	2-s2.0-84896910414	-
dc.author.google	Lee J.	-
dc.contributor.scopusid	이진(55870664400)	-
dc.date.modifydate	20170605095856	-