A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process
Author:
Funder
NSFC grant
Fundamental Research Funds
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference14 articles.
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2. Karhunen-Loève expansions for the detrended Brownian motion;Ai;Statist. Probab. Lett.,2012
3. Karhunen–Loève expansions of α-Wiener bridges;Barczy;Cent. Eur. J. Math.,2011
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5. Theory of Random Processes;Bulinskii,2003
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2. Research on the Karhunen–Loève Transform Method and Its Application to Hull Form Optimization;Journal of Marine Science and Engineering;2023-01-16
3. L2-small ball asymptotics for Gaussian random functions: A survey;Probability Surveys;2023-01-01
4. Karhunen–Loève expansion for a generalization of Wiener bridge;Lithuanian Mathematical Journal;2018-10
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