Multivariate Wavelet Whittle Estimation in Long-range Dependence
DOI10.1111/jtsa.12170zbMath1359.62356arXiv1412.0391OpenAlexW2127692359MaRDI QIDQ145476
Irène Gannaz, Sophie Achard, Irène Gannaz, Sophie Achard
Publication date: 10 November 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.0391
waveletscovariance matrixsemiparametric estimationfractional integrationlong memoryfunctional connectivitymultivariate processesneuroscience application
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15)
Related Items (5)
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