Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes
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Publication:6160978
DOI10.3150/22-bej1542arXiv1810.11850MaRDI QIDQ6160978
Publication date: 2 June 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.11850
fractional Brownian motionFourier seriesKarhunen-Loève decompositionfunctional quantizationfractional Ornstein-Uhlenbeck
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Self-similar stochastic processes (60G18) Distribution theory (60E99)
Cites Work
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