6 papers
Regularity of Weighted Tensorized Fractional Brownian Fields and associated function spaces
Céline Esser, Laurent Loosveldt, Béatrice Vedel
We investigate a new class of self-similar fractional Brownian fields, called Weighted Tensorized Fractional Brownian Fields (WTFBS). These fields, introduced in the companion pape…
Weighted tensorized fractional Brownian textures
Céline Esser, Claire Launay, Laurent Loosveldt +1
This paper presents a new model of textures, obtained as realizations of a new class of fractional Brownian fields. These fields, called weighted tensorized fractional Brownian fie…
Modified wavelet variation for the Hermite processes
Laurent Loosveldt, Ciprian A. Tudor
We define an asymptotically normal wavelet-based strongly consistent estimator for the Hurst parameter of any Hermite processes. This estimator is obtained by considering a modifie…
On the pointwise regularity of the Multifractional Brownian Motion and some extensions
Céline Esser, Laurent Loosveldt
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still…
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Lara Daw, Laurent Loosveldt
We prove that we can identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results…
Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions
Céline Esser, Laurent Loosveldt
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost surely, three types of points: slow, ordinary and rapid. In particular, this fact h…