On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift
DOI10.1239/aap/1134587748zbMath1119.62080OpenAlexW2138556297MaRDI QIDQ5475376
Shu-Ji Kawasaki, Sergio A. Albeverio
Publication date: 19 June 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1134587748
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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Cites Work
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