Wavelet spectra for multivariate point processes
多元点过程的小波谱
Summary Wavelets provide the flexibility for analysing stochastic processes at different scales. In this article we apply them to multivariate point processes as a means of detecting and analysing unknown nonstationarity, both within and across component processes. To provide statistical tractability, a temporally smoothed wavelet periodogram is developed and shown to be equivalent to a multi-wavelet periodogram. Under a stationarity assumption, the distribution of the…