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Journal Articles Applied and Computational Harmonic Analysis Year : 2012

Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory

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Abstract

We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that appear in the limit are random, typically non--Gaussian and belong to a Wiener chaos. They can be interpreted as wavelet coefficients of a generalized self-similar process.
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Dates and versions

hal-00491303 , version 1 (11-06-2010)

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Marianne Clausel, François Roueff, Murad S. Taqqu, Ciprian A. Tudor. Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Applied and Computational Harmonic Analysis, 2012, 32 (2), pp.223-241. ⟨10.1016/j.acha.2011.04.003⟩. ⟨hal-00491303⟩
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