Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators

DOI10.1016/J.SPA.2022.10.012MaRDI QIDQ2105083zbMATH OpenOpenAlexFDO

Authors Irène Gannaz

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

zbMATH Keywords

waveletsasymptotic normalitycovariancelong-range dependencemultivariate processescerebral connectivity

Mathematics Subject Classification ID

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)

• Asymptotic normality of wavelet covariances and of multivariate wavelet Whittle estimators
• Multivariate wavelet Whittle estimation in long-range dependence

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