A frequency domain bootstrap for Whittle estimation under long-range dependence.
Young Min KimDaniel J. NordmanPublished in: J. Multivar. Anal. (2013)
Keyphrases
- frequency domain
- spatial domain
- fourier transform
- frequency analysis
- long range dependence
- cross correlation
- power spectrum
- feature extraction
- fractional brownian motion
- denoising
- frequency response
- fast fourier transform
- discrete fourier transform
- subband
- spectrum analysis
- frequency spectrum
- power spectral
- non stationary