On Haar expansion of Riemann-Liouville process in a critical case
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Publication:2452623
DOI10.1007/s10958-010-9940-yzbMath1288.60044arXiv0910.2177OpenAlexW2002404298MaRDI QIDQ2452623
Publication date: 4 June 2014
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.2177
Gaussian processes (60G15) Strong limit theorems (60F15) General theory of stochastic processes (60G07) Self-similar stochastic processes (60G18)
Cites Work
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- A rate-optimal trigonometric series expansion of the fractional Brownian motion
- An optimal series expansion of the multiparameter fractional Brownian motion
- Series representations of fractional Gaussian processes by trigonometric and Haar systems
- An optimal wavelet series expansion of the Riemann-Liouville process
- Optimal series representation of fractional Brownian sheets
- Rate optimality of wavelet series approximations of fractional Brownian motion
- Optimality of an explicit series expansion of the fractional Brownian sheet
- Small deviations for fractional stable processes
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