On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
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Publication:5475376
DOI10.1239/aap/1134587748zbMath1119.62080MaRDI QIDQ5475376
Shu-Ji Kawasaki, Sergio A. Albeverio
Publication date: 19 June 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1134587748
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
60F05: Central limit and other weak theorems
62M09: Non-Markovian processes: estimation
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Cites Work
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