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20132025
most citedLinear Multifractional Stable Motion: wavelet estimation of and $\al$ parameters

2 citations · 2 across the 7 of their papers we have counts for

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math.ST2013★ 2 cited

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…

math.ST2013

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)…

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…