A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212): Difference between revisions

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A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
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    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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