IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v125y2015i3p1127-1147.html
   My bibliography  Save this article

Linear Multifractional Stable Motion: Representation via Haar basis

Author

Listed:
  • Hamonier, Julien

Abstract

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).

Suggested Citation

  • Hamonier, Julien, 2015. "Linear Multifractional Stable Motion: Representation via Haar basis," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 1127-1147.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:3:p:1127-1147
    DOI: 10.1016/j.spa.2014.10.013
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414914002531
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2014.10.013?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ayache, Antoine & Roueff, François & Xiao, Yimin, 2009. "Linear fractional stable sheets: Wavelet expansion and sample path properties," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1168-1197, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Ming & Zhang, Peidong & Leng, Jianxing, 2016. "Improving autocorrelation regression for the Hurst parameter estimation of long-range dependent time series based on golden section search," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 189-199.
    2. Li, Ming & Li, Jia-Yue, 2017. "Generalized Cauchy model of sea level fluctuations with long-range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 309-335.
    3. Panigrahi, Snigdha & Roy, Parthanil & Xiao, Yimin, 2021. "Maximal moments and uniform modulus of continuity for stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 136(C), pages 92-124.
    4. Neuman, Eyal, 2014. "The multifractal nature of Volterra–Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 3121-3145.
    5. Li, Ming, 2017. "Record length requirement of long-range dependent teletraffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 164-187.
    6. Li, Ming, 2020. "Multi-fractional generalized Cauchy process and its application to teletraffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
    7. Antoine Ayache & Geoffrey Boutard, 2017. "Stationary Increments Harmonizable Stable Fields: Upper Estimates on Path Behaviour," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1369-1423, December.
    8. Ayache, Antoine, 2020. "Lower bound for local oscillations of Hermite processes," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 4593-4607.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:125:y:2015:i:3:p:1127-1147. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.