Small ball problem via wavelets for Gaussian processes

DOI10.1016/S0167-7152(96)00065-XzbMath0880.60037MaRDI QIDQ1359776

Yazhen Wang

Publication date: 7 January 1998

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

zbMATH Keywords

waveletsBrownian motionGaussian processsmall ball problem

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

• Probability estimates for multiparameter Brownian processes
• The small ball problem for the Brownian sheet
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Function estimation via wavelet shrinkage for long-memory data
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Ten Lectures on Wavelets
• Fractional Brownian Motions, Fractional Noises and Applications
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