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The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
Locally self-similar circularly symmetric Gaussian processes scale invariant Wigner spectrum (SIWS) optimal estimation time-frequency analysis
2012/9/19
We study locally self-similar processes (LSSPs) in Silverman’s sense. By deriving the minimum mean-square optimal kernel within Cohen’s class counterpart of time-frequency representations, we obtain a...
Self-similar processes as weak limits of a risk reserve process
Self-similar processes weak limits a risk reserve process
2009/9/22
Self-similar processes are closely connected with limit :
theorems for identical and in general strongly dependent variables.
Moreover, since they allow heavy-tailed distributions and provide an
ad...
Box dimension of interpolations of self-similar processes with stationary increments
Fractal interpolation interpolation dimension box dimension self-similar process
2009/9/21
We prove that under a general condition interpolation
dimensions of H-sssi process converge in probabiIity to 2-H. The
result can be applied to a wide class of H-sssi processes which includes
fract...