Wavelet-based synthesis of the Rosenblatt process

DOI10.1016/J.SIGPRO.2005.10.021zbMATH Open1172.94348OpenAlexW2056853558MaRDI QIDQ1031285FDOQ1031285

Patrice Abry, Vladas Pipiras

Publication date: 29 October 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.10.021

zbMATH Keywords

simulationlong-range dependenceFARIMA sequencelow and high-pass filtersthe Rosenblatt processwavelet-type expansionzero moments

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (24)

• Analysis and synthesis of \(1/f\) processes via Shannon wavelets
• Weak convergence to Rosenblatt sheet
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
• Lower bound for local oscillations of Hermite processes
• Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
• Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
• OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
• Approximate controllability of non-instantaneous impulsive stochastic integrodifferential equations driven by Rosenblatt process via resolvent operators
• Analysis of the Rosenblatt process
• Title not available (Why is that?)
• Wavelet-type expansion of the Rosenblatt process
• Approximation of the Rosenblatt sheet
• An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
• The overdamped generalized Langevin equation with Hermite noise
• Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise
• Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
• Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence
• Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
• A stochastic calculus for Rosenblatt processes
• On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process
• Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
• Rosenblatt Laplace motion

Uses Software

• Matlab

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