7 citations · 13 across the 2 of their papers we have counts for
4 papers
Estimation of the Hurst Exponent Using Trimean Estimators on Nondecimated Wavelet Coefficients
Chen Feng, Brani Vidakovic
Hurst exponent is an important feature summarizing the noisy high-frequency data when the inherent scaling pattern cannot be described by standard statistical models. In this paper…
MEDL and MEDLA: Methods for Assessment of Scaling by Medians of Log-Squared Nondecimated Wavelet Coefficients
Minkyoung Kang, Brani Vidakovic
High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a…
A note on Bayesian wavelet-based estimation of scaling
Minkyoung Kang, Brani Vidakovic
A number of phenomena in various fields such as geology, atmospheric sciences, economics, to list a few, can be modeled as a fractional Brownian motion indexed by Hurst exponent $H…
WavmatND: A MATLAB Package for Non-Decimated Wavelet Transform and its Applications
Minkyoung Kang, Brani Vidakovic
A non-decimated wavelet transform (NDWT) is a popular version of wavelet transforms because of its many advantages in applications. The inherent redundancy of this transform proved…