A Karhunen–Loève expansion for a mean-centered Brownian bridge-Reference-Cited by-同舟云学术

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A Karhunen–Loève expansion for a mean-centered Brownian bridge

Published:2007-07 Issue:12 Volume:77 Page:1190-1200
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Deheuvels Paul

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

1. An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes;Adler,1990

2. Asymptotic theory of certain “goodness of fit” criteria based on stochastic processes;Anderson;Ann. Math. Statist.,1952

3. Topics in Stochastic Processes;Ash,1975

4. Convergence of Probability Measures;Billingsley,1968

5. Introduction to Bessel Functions;Bowman,1958

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1. Harmonic analysis meets stationarity: A general framework for series expansions of special Gaussian processes;Bernoulli;2023-08-01

2. L2-Small Ball Asymptotics for a Family of Finite-Dimensional Perturbations of Gaussian Functions;Journal of Mathematical Sciences;2023-06-30

3. L2-small ball asymptotics for Gaussian random functions: A survey;Probability Surveys;2023-01-01

4. Convergence Types and Rates in Generic Karhunen-Loève Expansions with Applications to Sample Path Properties;Potential Analysis;2018-07-06

5. Karhunen–Loeve expansion for the additive two-sided Brownian motion;Communications in Statistics - Theory and Methods;2017-10-30

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