Rate of wavelet approximation of stochastic processes
The aim of the paper is to improve the stochastic process approximation by wavelet operators. The authors propose a new method of evaluating the rate of convergence for stochastic processes whose sample path is not restricted to a finite (compact) interval. A special kind of scale function is considered, and two adequate wavelet operators are constructed. For the stationary stochastic process a smoothness condition is established, while in the case of nonstationary stochastic processes their continuous correlation function has to satisfy a certain mild assumption on the diagonal.
- On convergence of general wavelet decompositions of nonstationary stochastic processes
- Wavelet approximation of the solutions of some stochastic differential equations
- scientific article; zbMATH DE number 29177
- Wavelet approximation of deterministic and random signals: convergence properties and rates
- Wavelet approximation of deterministic and random signals: convergence properties and rates
- scientific article; zbMATH DE number 1894459 (Why is no real title available?)
- Stochastic wavelets from minimizers of an uncertainty principle: an example
- Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence
This page was built for publication: Rate of wavelet approximation of stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4395797)
