Wavelet-Type Expansion of the Generalized Rosenblatt Process and Its Rate of Convergence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics,Analysis
Link
https://link.springer.com/content/pdf/10.1007/s00041-020-09757-3.pdf
Reference29 articles.
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3. Ayache, A.: Lower bound for local oscillations of Hermite processes. Stoch. Process. Appl., to appear
4. Ayache, A., Taqqu, M.S.: Rate optimality of wavelet series approximations of fractional Brownian motion. J. Fourier Anal. Appl. 9(5), 451–471 (2003)
5. Bai, S., Taqqu, M.S.: Generalized Hermite processes, discrete chaos and limit theorems. Stoch. Process. Appl. 124(4), 1710–1739 (2014)
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