Wavelet analysis and covariance structure of some classes of non-stationary processes

DOI10.1007/BF02510146zbMath0958.60034MaRDI QIDQ1581068

Charles-Antoine Guerin

Publication date: 12 November 2000

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/59650

zbMATH Keywords

fractional Brownian motion; wavelet analysis; locally stationary processes; stationary processes; stationary increments; fractional increments

Mathematics Subject Classification ID

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60G12: General second-order stochastic processes

28A80: Fractals

46N30: Applications of functional analysis in probability theory and statistics

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