Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence
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Publication:785666
DOI10.1007/s00041-020-09757-3zbMath1457.60055MaRDI QIDQ785666
Antoine Ayache, Yassine Esmili
Publication date: 7 August 2020
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-020-09757-3
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
60G18: Self-similar stochastic processes
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The overdamped generalized Langevin equation with Hermite noise, Fractal dimensions of the Rosenblatt process, Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
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