Convergence Rate of Wavelet Expansions of Gaussian Random Processes

DOI10.1080/03610926.2011.624244zbMath1278.60071arXiv1308.1491OpenAlexW2594920886MaRDI QIDQ2864669

Olga Polosmak, Yuriy Vasil'ovich Kozachenko, Andrew Ya. Olenko

Publication date: 26 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1491

zbMATH Keywords

waveletsuniform convergenceGaussian processconvergence raterandom processconvergence in probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10)

Related Items (3)

Construction models of Gaussian random processes with a given accuracy and reliability in L_p(T), p ≥ 1 ⋮ Convergence in \(L_{p}([0, T)\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes] ⋮ Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

Cites Work

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• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
• Uniform Convergence of Wavelet Expansions of Gaussian Random Processes
• Convergence of Fourier-Wavelet Models for Gaussian Random Processes
• Ten Lectures on Wavelets
• Wavelet decomposition of harmonizable random processes
• Wavelet approximation of deterministic and random signals: convergence properties and rates

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