Expansions for Gaussian processes and Parseval frames
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Publication:1039142
DOI10.1214/EJP.v14-649zbMath1195.60056arXiv0902.2563OpenAlexW2071676065MaRDI QIDQ1039142
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.2563
Gaussian processseries expansionfractional Ornstein-Uhlenbeck processParseval frameoptimal expansion
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