Wavelet analysis of conservative cascades

DOI10.3150/BJ/1068129012MaRDI QIDQ1812194zbMATH OpenOpenAlexFDO

Authors Gennady Samorodnitsky, Walter Willinger, Sidney I. Resnick, A. Gilbert

Publication date 9 October 2003

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1068129012

zbMATH Keywords

asymptotic normalityconsistencynetworksmartingalegeneratormultifractalsprotocolsstructure functionsinternetconservative cascadeMKP condition

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

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(10)

• Multiscale analysis and data networks
• Adaptive wavelet decompositions of stationary time series
• Pólya tree posterior distributions on densities
• Log-normal continuous cascade model of asset returns: aggregation properties and estimation
• NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS
• Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
• ON OPTIMAL WAVELET BASES FOR THE REALIZATION OF MICROCANONICAL CASCADE PROCESSES
• Multifractal analysis in a mixed asymptotic framework
• On Random Fragmentations Arising From Binary Splitting
• Statistical estimation for multiplicative cascades.

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