Wavelet eigenvalue regression in high dimensions
From MaRDI portal
Publication:6374790
DOI10.1007/s11203-022-09279-3arXiv2108.03770MaRDI QIDQ6374790
B. Cooper Boniece, Patrice Abry, Gustavo Didier, Herwig Wendt
Publication date: 8 August 2021
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