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Fractals pp 47–64Cite as

Wavelets for Scaling Processes

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Abstract

Depending on the considered range of scales, different scaling processes may be defined, which correspond to different situations connected with self-similarity, fractality or long-range dependence. Wavelet analysis is shown to offer a unified framework for dealing with such processes and estimating the corresponding scaling parameters. Estimators are proposed and discussed on the basis of representations in the wavelet domain. Statistical (and computational) efficiency can be obtained not only for second-order processes, but also for linear fractional stable motions with infinite variance.

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© 1999 Springer-Verlag London Limited

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Flandrin, P., Abry, P. (1999). Wavelets for Scaling Processes. In: Dekking, M., Véhel, J.L., Lutton, E., Tricot, C. (eds) Fractals. Springer, London. https://doi.org/10.1007/978-1-4471-0873-3_4

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  • DOI: https://doi.org/10.1007/978-1-4471-0873-3_4

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-1225-9

  • Online ISBN: 978-1-4471-0873-3

  • eBook Packages: Springer Book Archive

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