Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators
DOI10.1016/J.SPA.2022.10.012OpenAlexW3112180756MaRDI QIDQ2105083FDOQ2105083
Publication date: 8 December 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.09436
waveletsasymptotic normalitycovariancelong-range dependencemultivariate processescerebral connectivity
Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)
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Cited In (2)
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