Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
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Publication:2105191
DOI10.1214/22-AOS2203MaRDI QIDQ2105191
Zhou Zhou, Hau-Tieng Wu, Matt Sourisseau
Publication date: 8 December 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.09534
kernel regressiontime series analysissynchrosqueezing transformcomplex Gaussian random vectorCR calculation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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Disentangling modes with crossover instantaneous frequencies by synchrosqueezed chirplet transforms, from theory to application, Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
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