Small ball problem via wavelets for Gaussian processes

Statistics and Probability Letters

Volumn 32, Issue 2, 1997, Pages 133-139

  Wang, Yazhen ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Brownian motion; Fractional Brownian motion; Gaussian process; Small ball problem; Wavelet vaguelette decomposition; Wavelets

Indexed keywords

EID: 0031092785     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00065-x     Document Type: Article

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