Local asymptotic normality property for lacunar wavelet series multifractal model

DOI10.1051/PS/2009005MaRDI QIDQ4918482zbMATHOpenAlexFDO

Authors Davy Paindaveine, Jean-Michel Loubes

Publication date 25 April 2013

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2009005

zbMATH Keywords

local asymptotic normalitylacunar wavelet series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Sample path properties (60G17)

Recommendations

• Estimation of parameters of a multifractal process
• Wavelet estimation of a multifractal function
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
• Local asymptotic normality for long-memory process with strong mixing noises
• On local asymptotic normality for functional autoregressive processes

Cited in

(1)

• Estimation of parameters of a multifractal process

This page was built for publication: Local asymptotic normality property for lacunar wavelet series multifractal model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4918482)