Garcin, Matthieu; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
We are interested in the random wavelet coefficients of a noisy signal when this signal is the unidimensional or multidimensional attractor of a chaos. More precisely we give an expression for the probability density of such coefficients. If the noise is a dynamic noise, then our expression is...