2 citations · 2 across the 3 of their papers we have counts for
5 papers
Wavelet series representation for multifractional multistable Riemann-Liouville process
Antoine Ayache, Julien Hamonier
The main goal of this paper is to construct a wavelet-type random series representation for a random field , defined by a multistable stochastic integral, which generates a mult…
A new Multifractional Process with Random Exponent
Antoine Ayache, Céline Esser, Julien Hamonier
A first type of Multifractional Process with Random Exponent (MPRE) was constructed several years ago in (Ayache, Taqqu, 2005) by replacing in a wavelet series representation of Fr…
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…
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)…
Linear Multifractional Stable Motion: fine path properties
Antoine Ayache, Julien Hamonier
Linear Multifractional Stable Motion (LMSM), denoted by , has been introduced by Stoev and Taqqu in 2004-2005, by substituting to the constant Hurst parameter of a…