Optimality of an explicit series expansion of the fractional Brownian sheet

DOI10.1016/j.spl.2004.11.004zbMath1099.60024OpenAlexW2152124020MaRDI QIDQ2483855

Kacha Dzhaparidze, Harry van Zanten

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.11.004

zbMATH Keywords

Fractional Brownian motionRate of convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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Cites Work

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• A series expansion of fractional Brownian motion
• Approximation, metric entropy and small ball estimates for Gaussian measures
• Optimal series representation of fractional Brownian sheets
• Rate optimality of wavelet series approximations of fractional Brownian motion
• Weak convergence and empirical processes. With applications to statistics

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