Author:
Bertrand Pierre Raphaël,Fhima Mehdi,Guillin Arnaud
Subject
Statistics and Probability
Reference38 articles.
1. P. Abry, P. Flandrin, M.S. Taqqu and D. Veitch, Self-similarity and long-range dependence through the wavelet lens, inTheory and applications of long-range dependenc. Birkhauser, Boston (2003).
2. Arcones M.A., Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors.Ann. Probab.22(1994) 2242–2274.
3. Ayache A. and Taqqu M.S., Rate optimality of wavelet series approximations of fractional Brownian motions.J. Fourier Anal. Appl.9(2003) 451–471.
4. Ayache A. and Taqqu M.S., Multifractional process with random exponent.Publ. Math.49(2005) 459–486.
5. Ayache A., Bertrand P. and Lévy-Véhel J., A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion.Stat. Inference Stoch. Process.10(2007) 1–27.
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献