A law of iterated logarithm for the wavelet transforms of i.i.d. random variables

Haiyan Cai

Statistics & Probability Letters, 2002, vol. 60, issue 1, 121-127

Abstract: We apply a general result on the law of iterated logarithm to the wavelet transforms of i.i.d. random variables and show that a version of this law holds under some regularity conditions on the wavelet. This result provides asymptotic estimates of the rate of decay of the wavelet coefficients at intermediate scaling levels.

Keywords: Wavelet; transform; Law; of; iterated; logarithm (search for similar items in EconPapers)
Date: 2002
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