On convergence of general wavelet decompositions of nonstationary stochastic processes

DOI10.1214/EJP.v18-2234zbMath1291.60073arXiv1307.6917MaRDI QIDQ388952

Olga Polosmak, Andrew Ya. Olenko, Yuriy Vasil'ovich Kozachenko

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6917

zbMATH Keywords

waveletsuniform convergencefractional Brownian motionGaussian processconvergence rateconvergence in probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22)

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