Wavelet eigenvalue regression in high dimensions

DOI10.1007/s11203-022-09279-3OpenAlexW3189857688MaRDI QIDQ2694800

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

Publication date: 4 April 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.03770

zbMATH Keywords

waveletsrandom matricesoperator self-similarity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Random matrices (probabilistic aspects) (60B20) Self-similar stochastic processes (60G18)

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