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20132020
most citedLinear Multifractional Stable Motion: wavelet estimation of and $\al$ parameters

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2020

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…

math.PR2018

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…

math.PR2013

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…