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Wavelet-based synthesis of the Rosenblatt process - MaRDI portal

Wavelet-based synthesis of the Rosenblatt process (Q1031285)

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scientific article; zbMATH DE number 5623107
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English
Wavelet-based synthesis of the Rosenblatt process
scientific article; zbMATH DE number 5623107

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    Wavelet-based synthesis of the Rosenblatt process (English)
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    29 October 2009
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    the Rosenblatt process
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    long-range dependence
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    FARIMA sequence
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    wavelet-type expansion
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    low and high-pass filters
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    zero moments
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    simulation
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