We consider stationary processes with long memory which are non-Gaussian and represented as Hermite polynomials of a Gaussian process. We focus on the corresponding wavelet coefficients and study the asymptotic behavior of the sum of their squares since this sum is often used for estimating the long-memory parameter. We show that the limit is not Gaussian but can be expressed using the non-Gaussian Rosenblatt process defined as a Wiener-Itô integral of order 2. This happens even if the original process is defined through a Hermite polynomial of order higher than 2.
Textures in images can often be well modeled using self-similar processes while they may simultaneously display anisotropy. The present contribution thus aims at studying jointly selfsimilarity and anisotropy by focusing on a specific classical class of Gaussian anisotropic selfsimilar processes. It will be first shown that accurate joint estimates of the anisotropy and selfsimilarity parameters are performed by replacing the standard 2D-discrete wavelet transform with the hyperbolic wavelet transform, which permits the use of different dilation factors along the horizontal and vertical axes. Defining anisotropy requires a reference direction that needs not a priori match the horizontal and vertical axes according to which the images are digitized; this discrepancy defines a rotation angle. Second, we show that this rotation angle can be jointly estimated. Third, a nonparametric bootstrap based procedure is described, which provides confidence intervals in addition to the estimates themselves and enables us to construct an isotropy test procedure, which can be applied to a single texture image. Fourth, the robustness and versatility of the proposed analysis are illustrated by being applied to a large variety of different isotropic and anisotropic self-similar fields. As an illustration, we show that a true anisotropy built-in self-similarity can be disentangled from an isotropic self-similarity to which an anisotropic trend has been superimposed.
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