Mra of processes synthesized by fractional integration

Abstract

In this correspondence, we show that the multiresolution analysis of the reproducing kernel Hilbert space, associated with processes synthesized bg fractional integration of white process, leads to an orthogonal, multiresolution decomposition of the process. me show that the decomposition converges almost surely and uniformly on finite intervals. We also show that the random coefficients in the decomposition can be evaluated almost surely.