Linear fractional stable motion: A wavelet estimator of the α parameter
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References listed on IDEAS
- Delbeke, Lieve & Abry, Patrice, 2000. "Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion," Stochastic Processes and their Applications, Elsevier, vol. 86(2), pages 177-182, April.
- Stilian Stoev & Murad S. Taqqu, 2005. "Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 211-249, March.
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KeywordsStable stochastic processes; Statistical inference; Wavelet coefficients; Hölder regularity;
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