Small ball problem via wavelets for Gaussian processes

DOI10.1016/S0167-7152(96)00065-XMaRDI QIDQ1359776zbMATH OpenFDO

Authors Yazhen Wang

Publication date 7 January 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(96)00065-X

zbMATH Keywords

Brownian motionGaussian processsmall ball problemwavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Gaussian processes (60G15)

Review text

The author uses wavelet methods to estimate small ball probability for a large class of Gaussian processes including \(d\)-dimensional Brownian motion and fractional Brownian motion.

Cites work

• Fractional Brownian Motions, Fractional Noises and Applications
• Function estimation via wavelet shrinkage for long-memory data
• scientific article; zbMATH DE number 44878 (Why is no real title available?)
• scientific article; zbMATH DE number 50289 (Why is no real title available?)
• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 97773 (Why is no real title available?)
• scientific article; zbMATH DE number 503022 (Why is no real title available?)
• scientific article; zbMATH DE number 503025 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 224208 (Why is no real title available?)
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Probability estimates for multiparameter Brownian processes
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Ten Lectures on Wavelets
• The small ball problem for the Brownian sheet

Cited in

(2)

• Metric entropy of integration operators and small ball probabilites for the Brownian sheet
• Posterior contraction rates for support boundary recovery

This page was built for publication: Small ball problem via wavelets for Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1359776)