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DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Abdelmalik, KEDDI | - |
dc.contributor.author | Rima, DJIDEL | - |
dc.date.accessioned | 2023-10-16T08:48:21Z | - |
dc.date.available | 2023-10-16T08:48:21Z | - |
dc.date.issued | 2023 | - |
dc.identifier.uri | https://dspace.univ-ouargla.dz/jspui/handle/123456789/34740 | - |
dc.description | Probabilitéset Statistique | en_US |
dc.description.abstract | L’objectif principale de ce mémoire est de présenter le drap Brownien fractionnaire encitant ses propriétés, et d’étudier le problème d’estimation du paramètre de Hurst H =(H1,H2)dudrapbrownienfractionnairebasésurlastationnaritéetl’invarianced’échelledes coefficients d’ondelettes hyperboliques de drap brownien fractionnaire et la méthodedesmoindrescarréspondérésdelarégressionlinéairemultiple. | en_US |
dc.description.abstract | The main objective of this work is to present the fractional Brownian sheet citing itsproperties,andtostudytheproblemofestimatingtheHurstparameterH=(H1,H2)of the Brownian sheet fractional based on stationarity and scale invariance of fractionalBrownian sheet hyperbolic wavelet coefficients and the weighted least squares method ofmultiplelinearregression. | - |
dc.language.iso | fr | en_US |
dc.publisher | Université de Kasdi Merbah Ouargla | en_US |
dc.subject | Drap Brownien fractionnaire | en_US |
dc.subject | paramètre de Hurst | en_US |
dc.subject | transformée en ondelettes | en_US |
dc.subject | moindrecarréepondéré | en_US |
dc.subject | fractional Brownian sheet | en_US |
dc.subject | Hurst parameter | en_US |
dc.subject | wavelet transform | en_US |
dc.subject | weightedleastsquare | en_US |
dc.title | Sur l’estimation du paramètre de Hurst de drap Brownien fractionnaire | en_US |
dc.type | Thesis | en_US |
Appears in Collections: | Département de Mathématiques - Master |
Files in This Item:
File | Description | Size | Format | |
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Rima-DJIDEL.pdf | 512,53 kB | Adobe PDF | View/Open |
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