Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400)
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scientific article; zbMATH DE number 6030411
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| English | Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory |
scientific article; zbMATH DE number 6030411 |
Statements
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (English)
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4 May 2012
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Hermite processes
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wavelet coefficients
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Wiener chaos
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self-similar processes
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long-range dependence
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0.7863499522209167
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0.7816042900085449
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0.7811339497566223
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0.7795339226722717
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