Convergence rate of wavelet expansions of Gaussian random processes
Probability
2013-08-08 v1
Abstract
The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.
Keywords
Cite
@article{arxiv.1308.1491,
title = {Convergence rate of wavelet expansions of Gaussian random processes},
author = {Andriy Olenko and Yuriy Kozachenko and Olga Polosmak},
journal= {arXiv preprint arXiv:1308.1491},
year = {2013}
}
Comments
This is an Author's Accepted Manuscript of an article to be published in the Communications in Statistics - Theory and Methods. 24 pages. arXiv admin note: substantial text overlap with arXiv:1307.2428