Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion

DOI10.1016/S0304-4149(99)00092-7zbMath1028.60040OpenAlexW2138404617MaRDI QIDQ1411883

Lieve Delbeke, Patrice Abry

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00092-7

zbMATH Keywords

self-similaritywavelet analysislinear fractional stable motion

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (6)

Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter ⋮ Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters ⋮ Estimation of the Hurst parameter from discrete noisy data ⋮ Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation ⋮ On roughness indices for fractional fields ⋮ Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations

Cites Work

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