Karhunen-Loeve expansion for the additive two-sided Brownian motion
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Publication:5160239
DOI10.1080/03610926.2017.1346809OpenAlexW2726747997MaRDI QIDQ5160239FDOQ5160239
Authors: Xiaohui Ai, Yang Sun 
Publication date: 28 October 2021
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1346809
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Cited In (7)
- Karhunen-Loève expansion for additive Slepian processes
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
- Karhunen-Loève expansion for additive Brownian motions
- Karhunen-Loève expansions for the detrended Brownian motion
- Karhunen-Loeve expansion for the additive detrended Brownian motion
- Karhunen-Loève expansion for the second order detrended Brownian motion
- Karhunen-Loève expansion for a generalization of Wiener bridge
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