Publication:4407622
From MaRDI portal
zbMath1029.60028MaRDI QIDQ4407622
Murad S. Taqqu, Patrice Abry, Patrick Flandrin, Darryl Veitch
Publication date: 21 January 2004
Related Items
The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance*, Modelling NASDAQ series by sparse multifractional Brownian motion, A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter, Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models, Testing for bubbles and change-points, Visualization and inference based on wavelet coefficients, SiZer and SiNos, On wavelet analysis of the \(n\)th order fractional Brownian motion, Expectiles for subordinated Gaussian processes with applications, Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes, Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study, On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale, Network traffic analysis using singular value decomposition and multiscale transforms, Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation, The increment ratio statistic, Estimators of long-memory: Fourier versus wavelets, Estimation of self-similar Gaussian fields using wavelet transform, LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL