Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators

Gannaz, I

Gannaz, I (通讯作者),Univ Lyon, INSA Lyon, UJM, UCBLECL,ICJ,UMR5208, F-69621 Villeurbanne, France.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023; 155 (): 485

Abstract

Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics in such......

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