Approximation of a Random Process with Variable Smoothness

DOI10.1007/978-3-319-12442-1_11zbMath1317.60036arXiv1206.1251OpenAlexW1883629458MaRDI QIDQ5258891

Oleg Seleznjev, Mikhail Lifshits, Enkelejd Hashorva

Publication date: 24 June 2015

Published in: Mathematical Statistics and Limit Theorems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1251

zbMATH Keywords

locally stationary processpiecewise constant approximationvariable smoothness index

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (5)

Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields ⋮ Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances ⋮ Behaviour of linear multifractional stable motion: membership of a critical Hölder space ⋮ On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes ⋮ Gaussian approximation numbers and metric entropy

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