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Karhunen-Loeve expansion of spherical fractional Brownian motions

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  • Istas, Jacques

Abstract

We study the Karhunen-Loeve expansion of the spherical fractional Brownian motion in terms of spherical harmonics.

Suggested Citation

  • Istas, Jacques, 2006. "Karhunen-Loeve expansion of spherical fractional Brownian motions," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1578-1583, August.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:14:p:1578-1583
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    References listed on IDEAS

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    1. Dzhaparidze, Kacha & Zanten, Harry van, 2005. "Optimality of an explicit series expansion of the fractional Brownian sheet," Statistics & Probability Letters, Elsevier, vol. 71(4), pages 295-301, March.
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    Cited by:

    1. Castrillón-Candás, Julio E. & Kon, Mark, 2022. "Anomaly detection: A functional analysis perspective," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    2. Chunsheng Ma, 2023. "Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1922-1938, September.
    3. Lan, Xiaohong & Xiao, Yimin, 2018. "Strong local nondeterminism of spherical fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 44-50.

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