Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence

arXiv2303.05320MaRDI QIDQ6428981

Julien Hamonier, Laurent Loosveldt, Antoine Ayache

Publication date: 9 March 2023

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Self-similar stochastic processes (60G18) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

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