Wavelet analysis of conservative cascades

DOI10.3150/bj/1068129012zbMath1020.62075OpenAlexW2058203011MaRDI QIDQ1812194

Gennady Samorodnitsky, Walter Willinger, Anna C. Gilbert, Sidney I. Resnick

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

generatorconsistencyasymptotic normalitynetworksmartingalestructure functionsmultifractalsinternetprotocolsconservative cascadeMKP condition

Mathematics Subject Classification ID

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

Related Items (9)

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

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