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

zbMATH Open1199.60192MaRDI QIDQ3553151FDOQ3553151

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

Publication date: 22 April 2010

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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)

Cited In (2)

• Title not available (Why is that?)
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

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