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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).
Persistent link: https://www.econbiz.de/10011194129
The generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that extends the classical fractional Brownian motion (FBM) and multifractional Brownian motion (MBM) (SIAM Rev. 10 (1968) 422; INRIA Res. Rept. 2645 (1995); Rev. Mat. Iberoamericana 13 (1997) 19; Fractals: Theory...
Persistent link: https://www.econbiz.de/10008875270
In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [A. Ayache, F. Roueff, Y. Xiao, Local and asymptotic properties of linear fractional stable sheets, C.R. Acad. Sci. Paris Ser. I. 344 (6) (2007)...
Persistent link: https://www.econbiz.de/10008872851