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The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its wavelet transform. We particularly study the asymptotic behaviour of the correlation, showing that if the analyzing wavelet has a sufficient number of null first order moments, the decomposition eliminates any possible long-range (inter)dependence. The cross-spectral...
Mathematics Subject Classification: 26A16, 26A33, 46E15.There are known various statements on weighted action of one-dimensional and multidimensional fractional integration operators in spaces of continuous functions, such as weighted generalized Hölder spaces Hω0(ρ) of functions with a given dominant ω of their continuity modulus.
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