Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

Yuriy Kozachenko, Andriy Olenko and Olga Polosmak

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 10-12, 2549-2562

Abstract: 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 non stationary 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.

Date: 2014
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DOI: 10.1080/03610926.2013.784338

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