The Wavelet-Based Synthesis for Fractional Brownian Motion Proposed by F. Sellan and Y. Meyer: Remarks and Fast Implementation

A theory for multiresolution signal decomposition: the wavelet representation

Stéphane Mallat · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1989 · 21.1K citations

Arts, Vision Science, Biomedical Signal Processing +16

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

Natural Sciences, Economics, Mathematics +9

AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis · 1980 · 3.4K citations

Computing, Meteorology, Forecasting +12

Wavelet analysis and synthesis of fractional Brownian motion

Patrick Flandrin · IEEE Transactions on Information Theory · 1992 · 862 citations

Engineering, Physics, Stochastic Modeling +16

A Karhunen-Loeve-like expansion for 1/f processes via wavelets

Gregory W. Wornell · IEEE Transactions on Information Theory · 1990 · 262 citations

Natural Sciences, Mathematics, Physics +9