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

Lieve Delbeke and Patrice Abry

Stochastic Processes and their Applications, 2000, vol. 86, issue 2, 177-182

Abstract: Let 0 -1. This stochastic representation is used to prove that the stochastic process of wavelet coefficients , with fixed scale index , is strictly stationary. Furthermore, a property of self-similarity of the wavelet coefficients of X is proved. This property has been the motivation of several wavelet-based estimators for the scaling index H.

Keywords: Linear; fractional; stable; motion; Wavelet; analysis; Stable; integral; Self-similarity (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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