Karhunen–Loève expansion for additive Brownian motions
Author:
Funder
NSFC
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
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4. Karhunen–Loeve expansion for the additive two-sided Brownian motion;Communications in Statistics - Theory and Methods;2017-10-30
5. A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process;Statistics & Probability Letters;2016-10
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