Simulation of sub-Gaussian processes using wavelets
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Recommendations
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- scientific article; zbMATH DE number 1381085
Cites work
- A Matrix-Valued Wavelet KL-Like Expansion for Wide-Sense Stationary Random Processes
- Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
- On an expansion of random processes in series
- Rate optimality of wavelet series approximations of fractional Brownian motion
- Type I and type II fractional Brownian motions: a reconsideration
- Wavelet-based simulation of fractional Brownian motion revisited
- Wavelet-type expansion of the Rosenblatt process
- Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
Cited in
(7)- Simulation of a strictly sub-Gaussian random field
- Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
- Estimation of self-similar Gaussian fields using wavelet transform
- Wavelet-based simulation of -sup-Gaussian stochastic processes with given accuracy and reliability
- A multiplicative wavelet-based model for simulation of a random process
- scientific article; zbMATH DE number 1862962 (Why is no real title available?)
- On accuracy of simulation of Gaussian stationary processes in \(L_2([0,T])\)
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