WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE

DOI10.17654/0972086323004MaRDI QIDQ6170165zbMATH OpenFDO

Authors Vincent Monsan

Publication date 15 August 2023

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

asymptotic normalitycovariancewavelet transformwavelet basisquasi-associationalmost periodically correlated processmultiresolution estimation

Mathematics Subject Classification ID

Survival analysis and censored data (62N99)

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Cites work

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• A law of the iterated logarithm for stable processes in random scenery
• An example on the central limit theorem for associated sequences
• An invariance principle for certain dependent sequences
• Approximation of the delta function by wavelets
• Correlation theory of almost periodically correlated processes
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Discrete periodic sampling with jitter and almost periodically correlated processes
• Normal fluctuations and the FKG inequalities
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Wavelet transforms versus Fourier transforms

Cited in

(2)

• Wavelet Coherence for Certain Nonstationary Bivariate Processes
• Asymptotic Decorrelation of Wavelet Packet Transform for Certain Long-Memory Processes

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