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Wavelet eigenvalue regression in high dimensions
9 August 2021
P. Abry
B. C. Boniece
G. Didier
H. Wendt
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Papers citing
"Wavelet eigenvalue regression in high dimensions"
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Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions
P. Abry
G. Didier
Oliver Orejola
H. Wendt
191
0
0
30 Jan 2025
1