Yuriy Kozachenko, Andriy Olenko, Olga Polosmak
Published 2013-08-07Version 1
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the obtained results to stationary processes is also presented. It is shown that the convergence rate of the expansions is exponential.
Comments: This is an Author's Accepted Manuscript of an article published in the Communications in Statistics - Theory and Methods. 15 pages
Uniform convergence of wavelet expansions of Gaussian random processes
On convergence of general wavelet decompositions of nonstationary stochastic processes
Survival exponents for fractional Brownian motion with multivariate time
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