Rate optimality of wavelet series approximations of fractional Brownian motion
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Publication:1879326
DOI10.1007/s00041-003-0022-0zbMath1050.60043OpenAlexW2058187934MaRDI QIDQ1879326
Antoine Ayache, Murad S. Taqqu
Publication date: 22 September 2004
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-003-0022-0
Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Self-similar stochastic processes (60G18)
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