The multifractional process is introduced as a natural extension of traditional monofractional process. The selling point of multifractional process is that its Hölder regularity is allowed to vary from point to point, such that makes it a promising model for those stochastic processes whose regularity evolves in time. A new wavelet-based algorithm to synthesize a realization of multifractional process is proposed, and the validity is verified by numerical experiments and real-world data.


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    Titel :

    Wavelet-Based Synthesis of a Multifractional Process


    Beteiligte:
    Wang, Zhao-rui (Autor:in) / Lü, Shan-wei (Autor:in) / Nakamura, Taketsune (Autor:in)


    Erscheinungsdatum :

    01.05.2008


    Format / Umfang :

    326180 byte




    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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