2 citations · 2 across the 11 of their papers we have counts for
3 papers · 1 filter
Wavelet eigenvalue regression in high dimensions
Patrice Abry, B. Cooper Boniece, Gustavo Didier +1
In this paper, we construct the wavelet eigenvalue regression methodology in high dimensions. We assume that possibly non-Gaussian, finite-variance -variate measurements are mad…
On high-dimensional wavelet eigenanalysis
Patrice Abry, B. Cooper Boniece, Gustavo Didier +1
In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finit…
On operator fractional Lévy motion: integral representations and time reversibility
Benjamin Cooper Boniece, Gustavo Didier
In this paper, we construct operator fractional Lévy motion (ofLm), a broad class of non-Gaussian stochastic processes that are covariance operator self-similar, have wide-sense st…