Wavelet eigenvalue regression in high dimensions

DOI10.1007/s11203-022-09279-3MaRDI QIDQ2694800

Herwig Wendt, Patrice Abry, Gustavo Didier, B. Cooper Boniece

Publication date: 4 April 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.03770

zbMATH Keywords

wavelets; random matrices; operator self-similarity

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60B20: Random matrices (probabilistic aspects)

60G18: Self-similar stochastic processes

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