Ontology highlight
ABSTRACT:
SUBMITTER: Taylor SL
PROVIDER: S-EPMC7089644 | biostudies-literature | 2017
REPOSITORIES: biostudies-literature
Taylor Sarah L SL Eckley Idris A IA Nunes Matthew A MA
Statistics and computing 20160701 4
In this article we propose a novel framework for the modelling of non-stationary multivariate lattice processes. Our approach extends the locally stationary wavelet paradigm into the multivariate two-dimensional setting. As such the framework we develop permits the estimation of a spatially localised spectrum <i>within</i> a channel of interest and, more importantly, a localised cross-covariance which describes the localised coherence <i>between</i> channels. Associated estimation theory is also ...[more]