Pages that link to "Item:Q999848"
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The following pages link to A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848):
Displaying 10 items.
- A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process (Q310648) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials (Q2041202) (← links)
- A greedy non-intrusive reduced order model for shallow water equations (Q2129263) (← links)
- On the eigenproblem for Gaussian bridges (Q2174977) (← links)
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties (Q2334556) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- The Shifted Proper Orthogonal Decomposition: A Mode Decomposition for Multiple Transport Phenomena (Q4641610) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
