IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v17y2015i1d10.1007_s11009-013-9346-7.html
   My bibliography  Save this article

Convergence in L p ([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes

Author

Listed:
  • Yuriy Kozachenko

    (Kyiv University)

  • Andriy Olenko

    (La Trobe University)

  • Olga Polosmak

    (Kyiv University)

Abstract

The article presents new results on convergence in L p ([0,T]) of wavelet expansions of φ-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

Suggested Citation

  • Yuriy Kozachenko & Andriy Olenko & Olga Polosmak, 2015. "Convergence in L p ([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes," Methodology and Computing in Applied Probability, Springer, vol. 17(1), pages 139-153, March.
  • Handle: RePEc:spr:metcap:v:17:y:2015:i:1:d:10.1007_s11009-013-9346-7
    DOI: 10.1007/s11009-013-9346-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-013-9346-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11009-013-9346-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bai, Shuyang & Taqqu, Murad S., 2014. "Generalized Hermite processes, discrete chaos and limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 124(4), pages 1710-1739.
    2. Obayda Assaad & Ciprian A. Tudor, 2020. "Parameter identification for the Hermite Ornstein–Uhlenbeck process," Statistical Inference for Stochastic Processes, Springer, vol. 23(2), pages 251-270, July.
    3. Petr Čoupek & Viktor Dolník & Zdeněk Hlávka & Daniel Hlubinka, 2024. "Fourier approach to goodness-of-fit tests for Gaussian random processes," Statistical Papers, Springer, vol. 65(5), pages 2937-2972, July.
    4. Bardet, Jean-Marc & Tudor, Ciprian, 2014. "Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 1-16.
    5. Xichao Sun & Litan Yan & Yong Ge, 2022. "The Laws of Large Numbers Associated with the Linear Self-attracting Diffusion Driven by Fractional Brownian Motion and Applications," Journal of Theoretical Probability, Springer, vol. 35(3), pages 1423-1478, September.
    6. Daw, Lara & Kerchev, George, 2023. "Fractal dimensions of the Rosenblatt process," Stochastic Processes and their Applications, Elsevier, vol. 161(C), pages 544-571.
    7. Patrice Abry & Gustavo Didier & Hui Li, 2019. "Two-step wavelet-based estimation for Gaussian mixed fractional processes," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 157-185, July.
    8. Čoupek, Petr & Duncan, Tyrone E. & Pasik-Duncan, Bozenna, 2022. "A stochastic calculus for Rosenblatt processes," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 853-885.
    9. Ayache, Antoine, 2020. "Lower bound for local oscillations of Hermite processes," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 4593-4607.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:17:y:2015:i:1:d:10.1007_s11009-013-9346-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.