Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (Q4999159)

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scientific article; zbMATH DE number 7368299
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Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices
scientific article; zbMATH DE number 7368299

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    Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (English)
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    6 July 2021
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    Fourier spectral matrix
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    Hermitian positive definite matrices
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    intrinsic wavelet transform
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    multivariate time series
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    Riemannian manifold
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    wavelet thresholding
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