Convergence of series with asymptotic expansions of densities
✍ Scribed by J. Dubinskaitė; A. Karobis
- Publisher
- Springer
- Year
- 1979
- Tongue
- English
- Weight
- 241 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0363-1672
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📜 SIMILAR VOLUMES
Asymptotic expansions of densities of the normalized sums of random vectors with at least ÿnite third moment have been studied extensively (Normal Approximation and Asymptotic expansions. Wiley, New York.). In this note, we obtain the asymptotic expansions of densities of the normalized sums of i.i.
We consider the approximation of a fractional Brownian motion by a wavelet series expansion at resolution 2 -l . The approximation error is measured in the integrated mean squared sense over finite intervals and we obtain its expansion as a sum of terms with increasing rates of convergence. The depe