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Approximation of processes 1 Haar system 1 Linear Fractional and Multifractional Stable Motions 1 Wavelet series representations 1
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Hamonier, Julien 1
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Stochastic Processes and their Applications 1
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Linear Multifractional Stable Motion: Representation via Haar basis
Hamonier, Julien - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 1127-1147
The goal of this paper is to provide a wavelet series representation for Linear Multifractional Stable Motion (LMSM). Instead of using Daubechies wavelets, which are not given in closed form, we use a Haar wavelet, thus yielding a more explicit expression than that in Ayache and Hamonier (in press).
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