Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion
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Publication:2481390
DOI10.1007/S10959-007-0101-2zbMATH Open1140.60028OpenAlexW2069430978MaRDI QIDQ2481390FDOQ2481390
Publication date: 9 April 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-007-0101-2
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Cited In (6)
- Realizations and factorizations of positive definite kernels
- Rate optimality of wavelet series approximations of fractional Brownian motion
- Stochastics and dynamics of fractals
- Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields
- An optimal wavelet series expansion of the Riemann-Liouville process
- An optimal series expansion of the multiparameter fractional Brownian motion
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