Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
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DOI: 10.1515/mcma-2019-2042
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References listed on IDEAS
- Kurbanmuradov O. & Sabelfeld K., 2006. "Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields," Monte Carlo Methods and Applications, De Gruyter, vol. 12(5), pages 395-445, November.
- Yurij Kozachenko & Oleksandr Pogoriliak, 2011. "Simulation of Cox Processes Driven by Random Gaussian Field," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 511-521, September.
- Yuriy Kozachenko & Andriy Olenko & Olga Polosmak, 2014. "Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2549-2562, May.
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Keywords
Wavelets; sub-Gaussian random processes; simulation;All these keywords.
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