Wavelet construction of generalized multifractional processes

From MaRDI portal
Publication:997821

DOI10.4171/RMI/497zbMath1123.60022OpenAlexW2015187233MaRDI QIDQ997821

Stéphane Jaffard, Antoine Ayache, Murad S. Taqqu

Publication date: 7 August 2007

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/43597




Related Items (21)

Forecasting value-at-risk in turbulent stock markets via the local regularity of the price processStochastic Volatility and Multifractional Brownian MotionOn local path behavior of Surgailis multifractional processesMoving average multifractional processes with random exponent: lower bounds for local oscillationsBehaviour of linear multifractional stable motion: membership of a critical Hölder spaceLower bound for local oscillations of Hermite processesMultifractional Hermite processes: definition and first propertiesOn a class of self-similar processes with stationary increments in higher order Wiener chaosesUnnamed ItemEstimation of the multifractional function and the stability index of linear multifractional stable processesMultiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local timesModelling NASDAQ series by sparse multifractional Brownian motionA useful result related with zeros of continuous compactly supported mother waveletsMultifractal analysis of Lévy fieldsA pure jump Markov process with a random singularity spectrumUnnamed ItemLinear multifractional stable motion: fine path propertiesHölder exponents of arbitrary functionsA survey on prescription of multifractal behaviorContinuous Gaussian multifractional processes with random pointwise Hölder regularityWavelet analysis of a multifractional process in an arbitrary Wiener chaos




Cites Work




This page was built for publication: Wavelet construction of generalized multifractional processes