Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476): Difference between revisions
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Revision as of 02:13, 20 March 2024
scientific article
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English | Multivariate Wavelet Whittle Estimation in Long-range Dependence |
scientific article |
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37
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4
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476-512
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10 November 2015
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27 June 2016
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Multivariate Wavelet Whittle Estimation in Long-range Dependence (English)
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multivariate processes
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long memory
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fractional integration
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semiparametric estimation
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covariance matrix
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wavelets
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neuroscience application
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functional connectivity
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