2 papers
stat.ME2025
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions
Patrice Abry, Gustavo Didier, Oliver Orejola +1
Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identificat…
math.PR2024
On the empirical spectral distribution of large wavelet random matrices based on mixed-Gaussian fractional measurements in moderately high dimensions
Patrice Abry, Gustavo Didier, Oliver Orejola +1
In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional fra…