4 papers
Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence
Antoine Ayache, Julien Hamonier, Laurent Loosveldt
Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and many other related stochastic processes and fields have started to be introduced s…
Behaviour of linear multifractional stable motion: membership of a critical Hölder space
Antoine Ayache, Julien Hamonier
The study of path behaviour of stochastic processes is a classical topic in probability theory and related areas. In this frame, a natural question one can address is: whether or n…
Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion
Antoine Ayache, Julien Hamonier
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, th…
Linear Multifractional Stable Motion: representation via Haar basis
Julien Hamonier
The aim of this paper is to give a wavelet series representation of Linear Multifractional Stable Motion (LMSM in brief), which is more explicit than that introduced in (Ayache & H…