Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
DOI10.1007/S00041-008-9012-6zbMATH Open1157.60028OpenAlexW1982932881MaRDI QIDQ2483007FDOQ2483007
Authors: Gustavo Didier, Vladas Pipiras 
Publication date: 5 May 2008
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-008-9012-6
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Cited In (20)
- Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes
- Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
- Fourier series and Fourier-Haar series for stochastic measures
- Convergence Rate of Wavelet Expansions of Gaussian Random Processes
- Simulation of sub-Gaussian processes using wavelets
- Uniform Convergence of Wavelet Expansions of Gaussian Random Processes
- Wavelet coefficients of a Gaussian process and applications
- Statistical challenges in microrheology
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
- Adaptive wavelet decompositions of stationary time series
- Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
- Convergence of Fourier-Wavelet Models for Gaussian Random Processes
- Gaussian approximation for the moving averaged modulus wavelet transform and its variants
- On the wavelet-based simulation of anomalous diffusion
- Title not available (Why is that?)
- Relative efficiency of Gaussian stochastic process sampling procedures.
- Wavelet decomposition of harmonizable random processes
- Fourier series expansion of stochastic measures
- Properties of some random series
- On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases
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