Karhunen-Loeve expansion for the additive detrended Brownian motion
DOI10.1080/03610926.2016.1177079zbMATH Open1372.60048OpenAlexW2504225699MaRDI QIDQ5367299FDOQ5367299
Authors: Xiaohui Ai 
Publication date: 12 October 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1177079
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Cited In (8)
- Karhunen-Loeve expansion for the additive two-sided Brownian motion
- 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
- A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
- Karhunen-Loève expansions for the detrended Brownian motion
- Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
- Karhunen-Loève expansion for the second order detrended Brownian motion
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