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Attributs	Valeurs
type	work Article
Is Part Of	Supplement: In honor of Marc Yor
Subject	Sample path properties Density estimation Local asymptotic normality lacunar wavelet series
Title	Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model
Date	2011-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2011/volume_15/issue_2011/ps0845/m/print http://hub.abes.fr/edp/periodical/ps/2011/volume_15/issue_2011/ps0845/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2011/volume_15/issue_2011/ps0845/authorship/1 http://hub.abes.fr/edp/periodical/ps/2011/volume_15/issue_2011/ps0845/authorship/2
Author	Loubes, Jean-Michel Paindaveine, Davy
Abstract	We consider a lacunar wavelet series function observed with an additive Brownian motion. Such functions are statistically characterized by two parameters. The first parameter governs the lacunarity of the wavelet coefficients while the second one governs its intensity. In this paper, we establish the local and asymptotic normality (LAN) of the model, with respect to this couple of parameters. This enables to prove the optimality of an estimator for the lacunarity parameter, and to build optimal (in the Le Cam sense) tests on the intensity parameter.
article type	research-article
publisher identifier	ps0845
Date Copyrighted	2011-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2011
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2011/volume_15/issue_2011/ps0845/w/record

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