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

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math.PR2010★ 1 cited

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

Marianne Clausel, François Roueff, Murad S. Taqqu +1

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--linea…