High order chaotic limits of wavelet scalograms under long--range dependence
From MaRDI portal
Publication:2871436
zbMath1280.42031arXiv1201.4831MaRDI QIDQ2871436
Murad S. Taqqu, Ciprian A. Tudor, Marianne Clausel, François Roueff
Publication date: 23 January 2014
Full work available at URL: https://arxiv.org/abs/1201.4831
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18)
Related Items (5)
Stein's method for functions of multivariate normal random variables ⋮ Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes ⋮ Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders ⋮ Asymptotic normality for a modified quadratic variation of the Hermite process ⋮ Large scale reduction principle and application to hypothesis testing
This page was built for publication: High order chaotic limits of wavelet scalograms under long--range dependence
