Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes (Q4526141): Difference between revisions
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Property / cites work: A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate / rank | |||
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Property / cites work: On estimation of the wavelet variance / rank | |||
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Latest revision as of 11:21, 3 June 2024
scientific article; zbMATH DE number 1553281
Language | Label | Description | Also known as |
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English | Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes |
scientific article; zbMATH DE number 1553281 |
Statements
Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes (English)
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20 May 2001
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linear non-Gaussian processes
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wavelet cross-covariance
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simulation
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