On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale

zbMath1302.60067MaRDI QIDQ2446405

Shu-Ji Kawasaki, Sergio A. Albeverio

Publication date: 16 April 2014

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1396966222

zbMATH Keywords

fractional Brownian motion; central limit theorem; localization property; wavelet coefficients; Hurst index estimation; scale localization

Mathematics Subject Classification ID

60G15: Gaussian processes

62F03: Parametric hypothesis testing

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

65T60: Numerical methods for wavelets

60G18: Self-similar stochastic processes

62J10: Analysis of variance and covariance (ANOVA)

Uses Software

• longmemo