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math.ST2021
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…
math.ST2021★ 2 cited
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…