Convergence Rate of Wavelet Expansions of Gaussian Random Processes

DOI10.1080/03610926.2011.624244MaRDI QIDQ2864669zbMATH OpenOpenAlexFDO

Authors Olga Polosmak, Yu. V. Kozachenko, Andriy Olenko

Publication date 26 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.1491

zbMATH Keywords

convergence in probabilityconvergence rateGaussian processrandom processuniform convergencewavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) Gaussian processes (60G15)

Abstract: The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

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Cited in

(8)

• An optimal wavelet series expansion of the Riemann-Liouville process
• Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes
• Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
• Construction models of Gaussian random processes with a given accuracy and reliability in L_p(T), p 1
• scientific article; zbMATH DE number 5697695 (Why is no real title available?)
• Convergence of Fourier-Wavelet Models for Gaussian Random Processes
• scientific article; zbMATH DE number 5592351 (Why is no real title available?)
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

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