Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476)

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Multivariate Wavelet Whittle Estimation in Long-range Dependence
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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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