Related papers: Fourier analysis of serial dependence measures
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
A method is described for predicting statistical properties of turbulence. Collections of Fourier amplitudes are represented by nonuniformly spaced modes with enhanced coupling coefficients. The statistics of the full dynamics can be…
The spectral distribution $f(\omega)$ of a stationary time series $\{Y_t\}_{t\in\mathbb{Z}}$ can be used to investigate whether or not periodic structures are present in $\{Y_t\}_{t\in\mathbb{Z}}$, but $f(\omega)$ has some limitations due…
The metabolic process in a cell is modeled with the use of the Fourier transformation. The histograms of the invariant measures of chaotic attractors are constructed. In particular, a scenario of adaptation of the metabolic process under a…
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…
Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…
The changes in brightness of an astronomical source as a function of time are key probes into that source's physics. Periodic and quasi-periodic signals are indicators of fundamental time (and length) scales in the system, while stochastic…
Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…
In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral…
Regular sequences are natural generalisations of fixed points of constant-length substitutions on finite alphabets, that is, of automatic sequences. Using the harmonic analysis of measures associated with substitutions as motivation, we…
Asymptotic properties of a dimension-robust dependence measure are investigated. It is related to those used in independence tests, but is derivable, thus suitable for independent component analysis. An adjustable kernel allows to…
We study nonparametric estimators of conditional Kendall's tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic bounds with explicit constants, that hold with high probabilities. We…
Tests of independence are an important tool in applications, specifically in connection with the detection of a relationship between variables; they also have initiated many developments in statistical theory. In the present paper we build…
Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…
This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…
The "theoretical limit of time-frequency resolution in Fourier analysis" is thought to originate in certain mathematical and/or physical limitations. This, however, is not true. The actual origin arises from the numerical (technical) method…
We consider a class of one-dimensional nonselfadjoint semiclassical pseudo-differential operators, subject to small random perturbations, and study the statistical properties of their (discrete) spectra, in the semiclassical limit $h\to 0$.…
A technique for timescale analysis of spectral lags performed directly in the time domain is developed. Simulation studies are made to compare the time domain technique with the Fourier frequency analysis for spectral time lags. The time…
A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is dense, intractable, or unknown. To address this problem, a…
The paper presents an alternative way to classical stereocorrelation. First, 2D image processing of random patterns is described. Sub-pixel displacements are determined using phase analysis. Then distortion evaluation is presented. The…