A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by   Using Taylor Expansion
  A long memory process has self-similarity or scale-invariant properties in low frequencies. We prove that the log of the scale-dependent wavelet variance for a long memory process is asymptotically proportional to scales by using the Taylor expansion of wavelet variances. 
Wonsang You, Wojciech Kordecki
stat.OT