{"paper":{"title":"Linear Multifractional Stable Motion: wavelet estimation of $H(\\cdot)$ and $\\al$ parameters","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Antoine Ayache, Julien Hamonier","submitted_at":"2013-04-10T15:26:57Z","abstract_excerpt":"Linear Fractional Stable Motion (LFSM) of Hurst parameter $H$ and of stability parameter $\\al$, is one of the most classical extensions of the well-known Gaussian Fractional Brownian Motion (FBM), to the setting of heavy-tailed stable distributions \\cite{SamTaq,EmMa}. In order to overcome some limitations of its areas of application, coming from stationarity of its increments as well as constancy over time of its self-similarity exponent, Stoev and Taqqu introduced in \\cite{stoev2004stochastic} an extension of LFSM, called Linear Multifractional Stable Motion (LMSM), in which the Hurst paramet"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1304.2995","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}