Multivariate wavelet Whittle estimation in long-range dependence (Q145476)
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scientific article; zbMATH DE number 6598564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate wavelet Whittle estimation in long-range dependence |
scientific article; zbMATH DE number 6598564 |
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37
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4
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476-512
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10 November 2015
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27 June 2016
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multivariate processes
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long memory
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fractional integration
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semiparametric estimation
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covariance matrix
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wavelets
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neuroscience application
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functional connectivity
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0.92204213
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0.89407027
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0.89212966
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0.88953686
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0.8865039
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0.8827718
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Multivariate wavelet Whittle estimation in long-range dependence (English)
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