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)

zbMATH Keywords

waveletsGaussian processBrownian motionsmall ball problem

Mathematics Subject Classification ID

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

Cites work

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• Fractional Brownian Motions, Fractional Noises and Applications
• Function estimation via wavelet shrinkage for long-memory data
• 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

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