Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a challenge. This is due in the main to the fact that current estimation procedures consist of performing linear regressions across frequency scales of the 2D dyadic wavelet transform, for which only a few such scales are computable for images. The strongly non-Gaussian nature of multifractal processes, combined with their complicated dependence structure, makes it difficult to develop suitable models for parameter estimation. Here, we propose a Bayesian procedure that addresses the difficulties in the estimation of the multifractality parameter. The originality of the procedure is threefold. The construction of a generic semiparametric statistical model for the logarithm of wavelet leaders; the formulation of Bayesian estimators that are associated with this model and the set of parameter values admitted by multifractal theory; the exploitation of a suitable Whittle approximation within the Bayesian model which enables the otherwise infeasible evaluation of the posterior distribution associated with the model. Performance is assessed numerically for several 2D multifractal processes, for several image sizes and a large range of process parameters. The procedure yields significant benefits over current benchmark estimators in terms of estimation performance and ability to discriminate between the two most commonly used classes of multifractal process models. The gains in performance are particularly pronounced for small image sizes, notably enabling for the first time the analysis of image patches as small as @math pixels.
 We consider a time series X = X k , k ∈ Z with memory parameter do ∈ R. This time series is either stationary or can be made stationary after differencing a finite number of times. We study the "local Whittle wavelet estimator" of the memory parameter d 0 . This is a wavelet-based semiparametric pseudo-likelihood maximum method estimator. The estimator may depend on a given finite range of scales or on a range which becomes infinite with the sample size. We show that the estimator is consistent and rate optimal if X is a linear process, and is asymptotically normal if X is Gaussian. Fractals have been shown to be useful in characterizing texture in a variety of contexts. Use of this methodology normally involves measurement of a parameter H, which is directly related to fractal dimension. In this work the basic theory of fractional Brownian motion is extended to the discrete case. It is shown that the power spectral density of such a discrete process is only approximately proportional to |f|a instead of in direct proportion as in the continuous case. An asymptotic Cramer-Rao bound is derived for the variance of an estimate of H. Subsequently, a maximum likelihood estimator (MLE) is developed to estimate H. It is shown that the variance of this estimator nearly achieves the minimum bound. A generation algorithm for discrete fractional motion is presented and used to demonstrate the capabilities of the MLE when the discrete fractional Brownian process is contaminated with additive Gaussian noise. The results show that even at signal-to-noise ratios of 30 dB, significant errors in estimation of H can result when noise is present. The MLE is then applied to X-ray images of the human calcaneus to demonstrate how the line-to-line formulation can be applied to the two-dimensional case. These results indicate that it has strong potential for quantifying texture. Since the seminal works by Granger and Joyeux (1980) and Hosking (1981), estimations of long-memory time series models have been receiving considerable attention and a number of parameter estimation procedures have been proposed. This paper gives an overview of this plethora of methodologies with special focus on likelihood-based techniques. Broadly speaking, likelihood-based techniques can be classified into the following categories: the exact maximum likelihood (ML) estimation (Sowell, 1992; Dahlhaus, 1989), ML estimates based on autoregressive approximations (Granger & Joyeux, 1980; Li & McLeod, 1986), Whittle estimates (Fox & Taqqu, 1986; Giraitis & Surgailis, 1990), Whittle estimates with autoregressive truncation (Beran, 1994a), approximate estimates based on the Durbin–Levinson algorithm (Haslett & Raftery, 1989), state-space-based maximum likelihood estimates for ARFIMA models (Chan & Palma, 1998), and estimation of stochastic volatility models (Ghysels, Harvey, & Renault, 1996; Breidt, Crato, & de Lima, 1998; Chan & Petris, 2000) among others. Given the diversified applications of these techniques in different areas, this review aims at providing a succinct survey of these methodologies as well as an overview of important related problems such as the ML estimation with missing data (Palma & Chan, 1997), influence of subsets of observations on estimates and the estimation of seasonal long-memory models (Palma & Chan, 2005). Performances and asymptotic properties of these techniques are compared and examined. Inter-connections and finite sample performances among these procedures are studied. Finally, applications to financial time series of these methodologies are discussed. The role of the wavelet transformation as a whitening filter for 1 f processes is exploited to address problems of parameter and signal estimations for 1 f processes embedded in white background noise. Robust, computationally efficient, and consistent iterative parameter estimation algorithms are derived based on the method of maximum likelihood, and Cramer-Rao bounds are obtained. Included among these algorithms are optimal fractal dimension estimators for noisy data. Algorithms for obtaining Bayesian minimum-mean-square signal estimates are also derived together with an explicit formula for the resulting error. These smoothing algorithms find application in signal enhancement and restoration. The parameter estimation algorithms find application in signal enhancement and restoration. The parameter estimation algorithms, in addition to solving the spectrum estimation problem and to providing parameters for the smoothing process, are useful in problems of signal detection and classification. Results from simulations are presented to demonstrated the viability of the algorithms. >