A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter |
scientific article |
Statements
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (English)
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25 November 2010
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multiple Wiener-Itô integral
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wavelet analysis
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Rosenblatt process
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fractional Brownian motion
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noncentral limit theorem
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self-similarity
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parameter estimation
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