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arXiv:1308.1491 [math.PR]AbstractReferencesReviewsResources

Convergence rate of wavelet expansions of Gaussian random processes

Andriy Olenko, Yuriy Kozachenko, Olga Polosmak

Published 2013-08-07Version 1

The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

Comments: This is an Author's Accepted Manuscript of an article to be published in the Communications in Statistics - Theory and Methods. 24 pages. arXiv admin note: substantial text overlap with arXiv:1307.2428
Categories: math.PR
Subjects: 60G10, 60G15, 42C40
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