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math.ST2020★ 1 cited
Asymptotic control of FWER under Gaussian assumption: application to correlation tests
Sophie Achard, Pierre Borgnat, Irène Gannaz
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when th…
math.ST2018
Wavelet-based and Fourier-based multivariate Whittle estimation: multiwave
Sophie Achard, Irène Gannaz
Multivariate time series with long-dependence are observed in many applications such as finance , geophysics or neuroscience. Many packages provide estimation tools for univariate…