Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
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Publication:493615
DOI10.1007/s10986-015-9272-1zbMath1321.60076arXiv1304.2995OpenAlexW2964110156MaRDI QIDQ493615
Julien Hamonier, Antoine Ayache
Publication date: 3 September 2015
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.2995
Hölder regularitylaws of large numberslocal self-similaritywavelet estimationlinear multifractional stable motion
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
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