Properties of Some Random Series

DOI10.1080/03610926.2011.581188zbMath1315.60040OpenAlexW2084408804MaRDI QIDQ2890098

Iryna V. Rozora, Yevgen V. Turchyn, Yuriy Vasil'ovich Kozachenko

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581188

zbMATH Keywords

uniform convergence with probability onesimulation of stochastic processesrandom functional series

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12)

Related Items (6)

On the modeling of linear system input stochastic processes with given accuracy and reliability ⋮ A multiplicative wavelet-based model for simulation of a random process ⋮ On one way of modeling a stochastic process with given accuracy and reliability ⋮ On statistical properties of the estimator of impulse response function ⋮ Simulation of a strictly sub-Gaussian random field ⋮ Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process

Cites Work

• A method for studying the variance of weight estimates in numerical statistical modeling
• Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
• Wavelet-based simulation of fractional Brownian motion revisited
• A Matrix-Valued Wavelet KL-Like Expansion for Wide-Sense Stationary Random Processes
• On an expansion of random processes in series
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