Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters

DOI10.1007/s10986-015-9272-1zbMath1321.60076arXiv1304.2995OpenAlexW2964110156MaRDI QIDQ493615

Julien Hamonier, Antoine Ayache

Publication date: 3 September 2015

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.2995

zbMATH Keywords

Hölder regularitylaws of large numberslocal self-similaritywavelet estimationlinear multifractional stable motion

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (4)

Estimation of the multifractional function and the stability index of linear multifractional stable processes ⋮ Unnamed Item ⋮ Series representation of jointly \(S \alpha S\) distribution via symmetric covariations ⋮ Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters

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