Convergence in L p ([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes
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DOI: 10.1007/s11009-013-9346-7
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- Bardet, J.-M. & Tudor, C.A., 2010. "A wavelet analysis of the Rosenblatt process: Chaos expansion and estimation of the self-similarity parameter," Stochastic Processes and their Applications, Elsevier, vol. 120(12), pages 2331-2362, December.
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Cited by:
- Nour Al Hayek & Illia Donhauzer & Rita Giuliano & Andriy Olenko & Andrei Volodin, 2022. "Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1341-1366, September.
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Keywords
Convergence rate; Convergence in probability; Sub-Gaussian random process; Wavelets;All these keywords.
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