On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift

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

zbMATH Keywords

wavelets; self-similar processes; Stochastic processes; statistics

Mathematics Subject Classification ID

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