arXiv Open Access 2012

A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion

Wonsang You Wojciech Kordecki

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Abstrak

A long memory process has self-similarity or scale-invariant properties in low frequencies. We prove that the log of the scale-dependent wavelet variance for a long memory process is asymptotically proportional to scales by using the Taylor expansion of wavelet variances.

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stat.OT

Penulis (2)

Wonsang You

Wojciech Kordecki

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APA MLA BibTeX

You, W., Kordecki, W. (2012). A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion. https://arxiv.org/abs/1202.4746

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Informasi Jurnal

Tahun Terbit: 2012
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓