Asymptotic Wavelet Variance of a Long Memory Process

Voronoi Fractal (Source: Onionesque Reality)

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.

Go to the Knol article.
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