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Wavelet eigenvalue regression in high dimensions - MaRDI portal

Wavelet eigenvalue regression in high dimensions

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Publication:6374790

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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

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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