Karhunen-Loève expansions for the detrended Brownian motion

DOI10.1016/J.SPL.2012.03.007zbMATH Open1259.60093OpenAlexW2088873883MaRDI QIDQ449375FDOQ449375

Authors: Xiaohui Ai, Wenbo V. Li, Guoqing Liu 

Publication date: 30 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.007

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zbMATH Keywords

Laplace transformlarge deviationsmall deviationdetrended Brownian motionKarhunen-Loève expansions

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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Cited In (19)

• Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context
• Karhunen-Loeve expansion for the additive two-sided Brownian motion
• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• Title not available (Why is that?)
• Powerful unit root tests free of nuisance parameters
• Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
• Karhunen-Loève expansions of mean-centered Wiener processes
• Karhunen-Loève expansion for additive Brownian motions
• A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
• Some properties of Kagi and Renko moments for Brownian motion
• Spectral equivalence of Gaussian random functions: operator approach
• Karhunen-Loeve expansion for the additive detrended Brownian motion
• On the spectra of boundary value problems generated by some one-dimensional embedding theorems
• Spectral asymptotics for problems with integral constraints
• Karhunen-Loève expansion for the second order detrended Brownian motion
• Karhunen-Loève expansion for a generalization of Wiener bridge
• A generalization of the Karhunen-Loève expansion of the Brownian bridge

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