457 citations · 2.3k across the 77 of their papers we have counts for
3 papers · 2 filters
Polynomial Cointegration among Stationary Processes with Long Memory
Marco Avarucci, Domenico Marinucci
n this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polyn…
High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotropy on the Torus
Paolo Baldi, Gérard Kerkyacharian, Domenico Marinucci +1
We prove a CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we…
Asymptotics for spherical needlets
P. Baldi, G. Kerkyacharian, D. Marinucci +1
We investigate invariant random fields on the sphere using a new type of spherical wavelets, called needlets. These are compactly supported in frequency and enjoy excellent localiz…