Add to ORKGInternational audienceA definition of stochastic discrete scale invariance (DSI) is proposed and its properties studied. It is shown how the Lamperti transformation, which transforms stationarity in self-similarity, is also a means to connect processes deviating from stationarity and processes which are not exactly scale invariant: in particular we interpret DSI as the image of cyclostationarity. This theoretical result is employed to introduce a multiplicative spectral representation of DSI processes based on the Mellin transform, and preliminar remarks are given about estimation issues
This dissertation presents novel models for purely discrete-time self-similar processes and scale- i...
Statistical self-similarity of random processes in continuous-domains is defined through invariance ...
We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized...
International audienceA definition of stochastic discrete scale invariance (DSI) is proposed and its...
The Lampertie transform establishes a one to one connection between stationary and self-similar proc...
A definition of stochastic discrete-time scale invariance Markov(DT-SIM) process is proposed and its...
International audienceScale-invariant processes, and hereafter processes with broken versions of thi...
Nous étudions les processus à invariance d'échelle discrète ("discrete scale invariance" - DSI), pro...
In physical situations, scale invariance holds only for a lim-ited range of scales. In this paper, o...
International audienceWe revisit here the notion of discrete scale invariance. Initially defined for...
Lamperti transformation is a known means to connect stationary processes andself-similar processes. ...
© 2017 This paper revisits the definition of linear time-invariant (LTI) stochastic process within a...
The Lamperti transformation is a powerful tool for studying nonstationary self-similar processes via...
The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a sto...
Stochastic parametrization of short-scale processes is revisited in an idealized setting in which th...
This dissertation presents novel models for purely discrete-time self-similar processes and scale- i...
Statistical self-similarity of random processes in continuous-domains is defined through invariance ...
We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized...
International audienceA definition of stochastic discrete scale invariance (DSI) is proposed and its...
The Lampertie transform establishes a one to one connection between stationary and self-similar proc...
A definition of stochastic discrete-time scale invariance Markov(DT-SIM) process is proposed and its...
International audienceScale-invariant processes, and hereafter processes with broken versions of thi...
Nous étudions les processus à invariance d'échelle discrète ("discrete scale invariance" - DSI), pro...
In physical situations, scale invariance holds only for a lim-ited range of scales. In this paper, o...
International audienceWe revisit here the notion of discrete scale invariance. Initially defined for...
Lamperti transformation is a known means to connect stationary processes andself-similar processes. ...
© 2017 This paper revisits the definition of linear time-invariant (LTI) stochastic process within a...
The Lamperti transformation is a powerful tool for studying nonstationary self-similar processes via...
The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a sto...
Stochastic parametrization of short-scale processes is revisited in an idealized setting in which th...
This dissertation presents novel models for purely discrete-time self-similar processes and scale- i...
Statistical self-similarity of random processes in continuous-domains is defined through invariance ...
We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized...
