Long memory estimation for complex-valued time series
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Cites work
- A decay property of the Fourier transform and its application to the Stokes problem
- A Frequency Domain Test for Propriety of Complex-Valued Vector Time Series
- A wavelet lifting approach to long-memory estimation
- Assessing the effects of atmospheric stability on the fine structure of surface layer turbulence using local and global multiscale approaches
- Asymptotic Decorrelation of Between-Scale Wavelet Coefficients
- Averaged periodogram estimation of long memory
- Basic properties of the Multivariate Fractional Brownian Motion
- Complex Signal Processing is Not Complex
- Complex Valued Nonlinear Adaptive Filters
- Complex wavelets for shift invariant analysis and filtering of signals
- Complex-Valued Signal Processing: The Proper Way to Deal With Impropriety
- Complex-valued time series modeling for improved activation detection in fMRI studies
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix
- Fractional Brownian Motions, Fractional Noises and Applications
- Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals
- scientific article; zbMATH DE number 3820911 (Why is no real title available?)
- scientific article; zbMATH DE number 1183257 (Why is no real title available?)
- scientific article; zbMATH DE number 1944699 (Why is no real title available?)
- Improper Complex-Valued Multiple-Model Adaptive Estimation
- Integral representations and properties of operator fractional Brownian motions
- Kinematics of Complex-Valued Time Series
- Local directional denoising
- Long-memory processes. Probabilistic properties and statistical methods
- Long-memory wavelet models
- Mammogram diagnostics via 2-d complex wavelet-based self-similarity measures
- Multiscale methods for data on graphs and irregular multidimensional situations
- Proper complex random processes with applications to information theory
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
- Real Nonparametric Regression Using Complex Wavelets
- Relationship between the fractal dimension and the power law index for a time series: A numerical investigation
- Rotary components, random ellipses and polarization: a statistical perspective
- Scaling, Fractals and Wavelets
- Second-order analysis of improper complex random vectors and processes
- Spectral estimation for locally stationary time series with missing observations
- The Hurst effect under trends
- The statistical analysis of fMRI data
- Variance estimation for fractional Brownian motions with fixed Hurst parameters
- Variance-type estimation of long memory
- Wavelets and statistical analysis of functional magnetic resonance images of the human brain
Cited in
(5)- CliftLRD
- A wavelet lifting approach to long-memory estimation
- Inter-event Times Statistic in Stationary Processes: Nonlinear ARMA Modeling of Wind Speed Time Series
- A multiscale method for data collected from network edges via the line graph
- A Wavelet Lifting Approach for Representing and Denoising Functions on Network Edges
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