Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A wavelet analysis of the Rosenblatt process: chaos expansion and
  estimation of the self-similarity parameter   By using chaos expansion into multiple stochastic integrals, we make a
wavelet analysis of two self-similar stochastic processes: the fractional
Brownian motion and the Rosenblatt process. We study the asymptotic behavior of
the statistic based on the wavelet coefficients of these processes. Basically,
when applied to a non-Gaussian process (such as the Rosenblatt process) this
statistic satisfies a non-central limit theorem even when we increase the
number of vanishing moments of the wavelet function. We apply our limit
theorems to construct estimators for the self-similarity index and we
illustrate our results by simulations.

15
The categories of this paper are: nucl-ex
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
13
The categories of this paper are: quant-ph
3
The categories of this paper are: physics
14
The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
34
The categories of this paper are: chem-ph
8
The categories of this paper are: hep-ex
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
25
The categories of this paper are: patt-sol