On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale

zbMath1302.60067MaRDI QIDQ2446405

Sergio A. Albeverio, Shu-Ji Kawasaki

Publication date: 16 April 2014

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1396966222

zbMATH Keywords

fractional Brownian motioncentral limit theoremlocalization propertywavelet coefficientsHurst index estimationscale localization

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Numerical methods for wavelets (65T60) Self-similar stochastic processes (60G18) Analysis of variance and covariance (ANOVA) (62J10)

Uses Software

• longmemo

Cites Work

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• Wavelets, approximation, and statistical applications
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• Wavelet analysis and synthesis of fractional Brownian motion
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• A wavelet analysis for time series
• Wavelet analysis of long-range-dependent traffic
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
• Wavelet estimator of long-range dependent processes.

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