Wavelet eigenvalue regression in high dimensions

DOI10.1007/s11203-022-09279-3arXiv2108.03770MaRDI QIDQ6374790

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

Publication date: 8 August 2021

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