Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476): Difference between revisions

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@@ Property / publication date @@
+June 2016Timestamp +2016-06-27T00:00:00Z
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++2016-06-27T00:00:00Z
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++00:00
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+Gregorian
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@@ Property / publication date: 27 June 2016 / rank @@
+Normal rank
@@ Property / author @@
+Sophie Achard
@@ Property / author: Sophie Achard / rank @@
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@@ Property / author @@
+Irène Gannaz
@@ Property / author: Irène Gannaz / rank @@
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@@ Property / title @@
+Multivariate Wavelet Whittle Estimation in Long-range Dependence (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62356
@@ Property / zbMATH Open document ID: 1359.62356 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/1412.0391
@@ Property / full work available at URL: https://arxiv.org/abs/1412.0391 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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@@ Property / zbMATH DE Number @@
+6598564
@@ Property / zbMATH DE Number: 6598564 / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate processes
@@ Property / zbMATH Keywords: multivariate processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integration
@@ Property / zbMATH Keywords: fractional integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric estimation
@@ Property / zbMATH Keywords: semiparametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance matrix
@@ Property / zbMATH Keywords: covariance matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+wavelets
@@ Property / zbMATH Keywords: wavelets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+neuroscience application
@@ Property / zbMATH Keywords: neuroscience application / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+functional connectivity
@@ Property / zbMATH Keywords: functional connectivity / rank @@
+Normal rank