Convergence Rate of Wavelet Expansions of Gaussian Random Processes

DOI10.1080/03610926.2011.624244zbMATH Open1278.60071arXiv1308.1491OpenAlexW2594920886MaRDI QIDQ2864669FDOQ2864669

Authors: Olga Polosmak, Yu. V. Kozachenko, Andriy Olenko 

Publication date: 26 November 2013

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

Abstract: The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

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

zbMATH Keywords

waveletsGaussian processuniform convergenceconvergence rateconvergence in probabilityrandom process

Mathematics Subject Classification ID

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

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Cited In (8)

• Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes
• Construction models of Gaussian random processes with a given accuracy and reliability in \(L_p(T)\), \(p \geqslant 1\)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
• An optimal wavelet series expansion of the Riemann-Liouville process
• Convergence of Fourier-Wavelet Models for Gaussian Random Processes
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

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