Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model
نویسندگان
چکیده
منابع مشابه
Local Asymptotic Normality Property for Lacunar Wavelet Series Multifractal Model
We consider a lacunar wavelet series function observed with an additive Brownian motion. Such functions are statistically characterized by two parameters. The first parameter governs the lacunarity of the wavelet coefficients while the second one governs its intensity. In this paper, we establish the local and asymptotic normality (LAN) of the model, with respect to this couple of parameters. T...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2011
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2009005