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DSpace at EWHA사회과학대학 경제학전공 Journal papers

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On the spectral degeneracy of wavelet transforms of fractional Brownian motion

Title: On the spectral degeneracy of wavelet transforms of fractional Brownian motion

Authors: Lee J.

Ewha Authors: 이진

SCOPUS Author ID: 이진

Issue Date: 2014

Journal Title: Journal of Economic Theory and Econometrics

ISSN: 1229-2893

Citation: Journal of Economic Theory and Econometrics vol. 25, no. 1, pp. 58 - 66

Publisher: Korean Econometric Society

Indexed: SCOPUS

Document Type: Article

Abstract: Degeneracy; Fractional Brownian motion; Spectral density at the zero frequency; Wavelet transform

Appears in Collections:: 사회과학대학 > 경제학전공 > Journal papers

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