Wavelet coefficients of a Gaussian process and applications

zbMath0760.60041MaRDI QIDQ1203113

Jacques Istas

Publication date: 4 February 1993

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_4_537_0

zbMATH Keywords

weak convergencedata compressionapproximationwavelet transform of Gaussian stationary continuous-time processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

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Global smoothness estimation of a Gaussian process from general sequence designs

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