Convergence rate of wavelet expansions of Gaussian random processes

Abstract

The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

This is an Author's Accepted Manuscript of an article to be published in the Communications in Statistics - Theory and Methods. 24 pages. arXiv admin note: substantial text overlap with arXiv:1307.2428