Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion

Stochastic Processes and their Applications

Volumn 86, Issue 2, 2000, Pages 177-182

  Delbeke, Lieve ^a   Abry, Patrice ^a  

^a ROYAL METEOROLOGICAL INSTITUTE OF BELGIUM   (Belgium)

Author keywords

Linear fractional stable motion; Self similarity; Stable integral; Wavelet analysis

Indexed keywords

EID: 0001445295     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00092-7     Document Type: Article

References (7)

1. Billingsley, P., 1995. Probability and Measure. Wiley Series in Probability and Mathematical Statistics, New York.
2. Cohen, A., 1992. Wavelet bases, approximation theory and subdivision schemes. In: E.W. Cheney et al. (Eds.), Approximation Theory VII. Academic Press, Boston, pp. 63-85.
3. Cohen A., Daubechies I., Jawerth B., Vial P. Multiresolution analysis, wavelets and fast algorithms on an interval. C. R. Acad. Sci. Paris. 316:1993;417-421.
4. Delbeke, L., 1998. Wavelet based estimators for the Hurst parameter of a self-similar process. Doctoral Dissertation, Department of Sciences, K.U.Leuven.
5. Maejima, M., 1994. Self-similar processes and limit theorems. Sugaku Expositions 2, 102-123.
6. Maejima, M., 1995. Self-similar Processes. Notes of Tutorial at K.U.Leuven.
7. Samorodnitsky, G., Taqqu, M.S., 1994. Stable Non-Gaussian Random Processes. Chapman & Hall, New York.