Small ball problem via wavelets for Gaussian processes
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Publication:1359776
DOI10.1016/S0167-7152(96)00065-XzbMath0880.60037MaRDI QIDQ1359776
Publication date: 7 January 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60G15: Gaussian processes
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
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Cites Work
- Probability estimates for multiparameter Brownian processes
- The small ball problem for the Brownian sheet
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Function estimation via wavelet shrinkage for long-memory data
- Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
- Ten Lectures on Wavelets
- Fractional Brownian Motions, Fractional Noises and Applications
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