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

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

2012-02-21

arxiv.org/abs/1202.4746v1

LIN Technical Reports 2010

Statistics

Other Statistics

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-413373