High order chaotic limits of wavelet scalograms under long--range dependence

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

Let $G$ be a non--linear function of a Gaussian process $\{X_t{\}}_{t\in \mathbb{Z}}$ with long--range dependence. The resulting process $\{G(X_t){\}}_{t\in \mathbb{Z}}$ is not Gaussian…