Wavelet estimation of a multifractal function
نویسندگان
چکیده
منابع مشابه
Wavelet estimation of a multifractal function
We prove that multifractal functions, characterized by their wavelet representation can be estimated in the white noise model by a Bayesian estimation method. We give rates of convergence for two different models. Further, we study empirical methods for estimating the hyperparameters of the model, which lead to a fully tractable estimator.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2005
ISSN: 1350-7265
DOI: 10.3150/bj/1116340292