Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices
Sign Up to like & getrecommendations! Published in 2017 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2019.1700129
Abstract: Abstract Intrinsic wavelet transforms and wavelet estimation methods are introduced for curves in the non-Euclidean space of Hermitian positive definite matrices, with in mind the application to Fourier spectral estimation of multivariate stationary time series.… read more here.
Keywords: positive definite; intrinsic wavelet; hermitian positive; wavelet ... See more keywords