Convergence rate for wavelet expansions of generalized accumulated Ornstein-Uhlenbeck processes

MaRDI QIDQ3553151zbMATH OpenFDO

Authors T. O. Yanevich, R. E. Yamnenko

Publication date 22 April 2010

zbMATH Keywords

rate of convergenceOrnstein-Uhlenbeck processwavelet expansion

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stochastic processes (60G99)

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