Pages that link to "Item:Q2986517"
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The following pages link to A Unified Formulation of Gaussian Versus Sparse Stochastic Processes—Part I: Continuous-Domain Theory (Q2986517):
Displayed 15 items.
- Operator-like wavelet bases of \(L_{2}(\mathbb{R}^{d})\) (Q485206) (← links)
- On the continuity of characteristic functionals and sparse stochastic modeling (Q487999) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- The domain of definition of the Lévy white noise (Q2021417) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Gaussian and sparse processes are limits of generalized Poisson processes (Q2300770) (← links)
- A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
- A sampling theory for non-decaying signals (Q2397165) (← links)
- Approximation of non-decaying signals from shift-invariant subspaces (Q2420225) (← links)
- Wavelet Statistics of Sparse and Self-Similar Images (Q2797767) (← links)
- Maximal Inequalities for Fractional Lévy and Related Processes (Q3448336) (← links)
- Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures (Q4636416) (← links)
- Bayesian Modeling of Motion Perception Using Dynamical Stochastic Textures (Q5157281) (← links)
- Inertial proximal ADMM for separable multi-block convex optimizations and compressive affine phase retrieval (Q6079303) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)