Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process-Reference-Cited by-同舟云学术

Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

Published:2022-01-01 Issue:none Volume:27 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Daw Lara¹,Loosveldt Laurent²

Affiliation:

1. University of Luxembourg,Department of Mathematics (DMATH), Maison du Nombre, 6, avenue de la Fonte, L-4364 Esch-sur-Alzette, Grand Duchy Of Luxembourg

2. University of Luxembourg,Department of Mathematics (DMATH), Maison du Nombre, 6, avenue de la Fonte, L-4364 Esch-sur-Alzette, Grand Duchy Of Luxembourg URL:https://sites.google.com/view/laurentloosveldt

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference48 articles.

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2. A. Arneodo, Y. d’Aubenton Carafa, E. Bacry, P.V. Graves, J.F. Muzy, and C. Thermes. Wavelet based fractal analysis of DNA sequences. Physica D.: Nonlinear Phenomena, (96):291–320, 1996.

3. A. Arneodo, J.-F. Muzy, and E. Bacry. Wavelets and multifractal formalism for singular signals: application to turbulence data. Physical Review Letters, (67):3515–3518, 1991.

4. A. Ayache. Multifractional stochastic fields. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2019. Wavelet strategies in multifractional frameworks.

5. A. Ayache. Lower bound for local oscillations of Hermite processes. Stoch. Process. Their Appl., 130:4593–4607, 2020.

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