Wavelet-based synthesis of the Rosenblatt process (Q1031285)
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scientific article; zbMATH DE number 5623107
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| English | Wavelet-based synthesis of the Rosenblatt process |
scientific article; zbMATH DE number 5623107 |
Statements
Wavelet-based synthesis of the Rosenblatt process (English)
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29 October 2009
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the Rosenblatt process
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long-range dependence
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FARIMA sequence
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wavelet-type expansion
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low and high-pass filters
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zero moments
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simulation
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