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math.ST2013★ 2 cited
Linear Multifractional Stable Motion: wavelet estimation of and $\al$ parameters
Antoine Ayache, Julien Hamonier
Linear Fractional Stable Motion (LFSM) of Hurst parameter and of stability parameter $\al$, is one of the most classical extensions of the well-known Gaussian Fractional Browni…
math.ST2013
Linear fractional stable motion: a wavelet estimator of the $\al$ parameter
Antoine Ayache, Julien Hamonier
Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters and $\al\in (0,2)…