Feb 17, 2009 · The present con- tribution aims at defining and characterizing a statistical procedure for testing actual fractal connectivity amongst data. The ...
The present contribution aims at defining and characterizing a statistical procedure for testing actual fractal connectivity amongst data. The test is based on ...
Oct 22, 2024 · The present contribution aims at defining and characterizing a statistical procedure for testing actual fractal connectivity amongst data. The ...
Positive definite : 0 ≤ C˜X ˜Y (f) ≤ 1 ⇒ αXY ≤ αX + αY . • Fractal Connectivity : C0 6= 0 and αXY = αX + αY . Fractal Connectivity in Multivariate Long Memory ?
One of the most important aspects of these modeling and analysis has been from mathematical point of view. In fact, using mathematics for the modeling purpose ...
Testing fractal connectivity in multivariate long memory processes · Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators.
Using the multivariate long memory (LM) model and Taylor expansions, we find the conditions for convergence of the wavelet correlations between two LM processes ...
Missing: Testing | Show results with:Testing
This MATLAB function enables the (pairwise) test for fractal connectivity in multivariate time series. Fractal connectivity constitutes a particular model ...
This paper provides a multivariate score-type test against spurious long memory. We prove the consistency of the test against the alternatives of random level ...
This paper is intended to clarify the relationship of dependence with complete connections (via random systems with complete connections) with iterated function ...