{"id":"https://openalex.org/W2940239690","doi":"https://doi.org/10.1109/icassp.2019.8682182","title":"Detection and Estimation of Delays in Bivariate Self-similarity: Bootstrapped Complex Wavelet Coherence","display_name":"Detection and Estimation of Delays in Bivariate Self-similarity: Bootstrapped Complex Wavelet Coherence","publication_year":2019,"publication_date":"2019-04-17","ids":{"openalex":"https://openalex.org/W2940239690","doi":"https://doi.org/10.1109/icassp.2019.8682182","mag":"2940239690"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2019.8682182","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2019.8682182","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-02346773","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081762841","display_name":"Gustavo Didier","orcid":"https://orcid.org/0000-0003-1363-5868"},"institutions":[{"id":"https://openalex.org/I114832834","display_name":"Tulane University","ror":"https://ror.org/04vmvtb21","country_code":"US","type":"education","lineage":["https://openalex.org/I114832834"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"G. Didier","raw_affiliation_strings":["Math. Dept., Tulane University, New Orleans, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Math. Dept., Tulane University, New Orleans, USA","institution_ids":["https://openalex.org/I114832834"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008685312","display_name":"Herwig Wendt","orcid":"https://orcid.org/0000-0001-6930-3083"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I134560555","display_name":"Universit\u00e9 Toulouse III - Paul Sabatier","ror":"https://ror.org/02v6kpv12","country_code":"FR","type":"education","lineage":["https://openalex.org/I134560555"]},{"id":"https://openalex.org/I17866349","display_name":"Universit\u00e9 F\u00e9d\u00e9rale de Toulouse Midi-Pyr\u00e9n\u00e9es","ror":"https://ror.org/004raaa70","country_code":"FR","type":"education","lineage":["https://openalex.org/I17866349"]},{"id":"https://openalex.org/I3131550300","display_name":"Universit\u00e9 Toulouse-I-Capitole","ror":"https://ror.org/0443n9e75","country_code":"FR","type":"education","lineage":["https://openalex.org/I3131550300"]},{"id":"https://openalex.org/I4210119061","display_name":"Institut de Recherche en Informatique de Toulouse","ror":"https://ror.org/01rx4qw44","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I205747304","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4405258862","https://openalex.org/I4405259414"]},{"id":"https://openalex.org/I4210152422","display_name":"Universit\u00e9 Toulouse - Jean Jaur\u00e8s","ror":"https://ror.org/04ezk3x31","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210152422"]},{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"H. Wendt","raw_affiliation_strings":["IRIT, CNRS (UMR 5505), Universit\u00e9 de Toulouse, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IRIT, CNRS (UMR 5505), Universit\u00e9 de Toulouse, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I134560555","https://openalex.org/I17866349","https://openalex.org/I3131550300","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4210160189"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5050643672","display_name":"Patrice Abry","orcid":"https://orcid.org/0000-0002-7096-8290"},"institutions":[{"id":"https://openalex.org/I100532134","display_name":"Universit\u00e9 Claude Bernard Lyon 1","ror":"https://ror.org/029brtt94","country_code":"FR","type":"education","lineage":["https://openalex.org/I100532134","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I113428412","display_name":"\u00c9cole Normale Sup\u00e9rieure de Lyon","ror":"https://ror.org/04zmssz18","country_code":"FR","type":"education","lineage":["https://openalex.org/I113428412","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"P. Abry","raw_affiliation_strings":["CNRS, Laboratoire de Physique, Univ Lyon, Ens de Lyon, Univ Claude Bernard, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CNRS, Laboratoire de Physique, Univ Lyon, Ens de Lyon, Univ Claude Bernard, France","institution_ids":["https://openalex.org/I100532134","https://openalex.org/I113428412","https://openalex.org/I1294671590"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":10,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"10394","issue":null,"first_page":"5322","last_page":"5326"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.9842000007629395,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9830999970436096,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.781368613243103},{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.7612890005111694},{"id":"https://openalex.org/keywords/coherence","display_name":"Coherence (philosophical gambling strategy)","score":0.5947388410568237},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5742963552474976},{"id":"https://openalex.org/keywords/realization","display_name":"Realization (probability)","score":0.5046237707138062},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.49645596742630005},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.49190378189086914},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.47913309931755066},{"id":"https://openalex.org/keywords/scale","display_name":"Scale (ratio)","score":0.46133315563201904},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.4205603301525116},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3693752884864807},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.36214184761047363},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.3332868218421936},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3005892038345337},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1703273057937622}],"concepts":[{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.781368613243103},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.7612890005111694},{"id":"https://openalex.org/C2781181686","wikidata":"https://www.wikidata.org/wiki/Q4226068","display_name":"Coherence (philosophical gambling strategy)","level":2,"score":0.5947388410568237},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5742963552474976},{"id":"https://openalex.org/C2781089630","wikidata":"https://www.wikidata.org/wiki/Q21856745","display_name":"Realization (probability)","level":2,"score":0.5046237707138062},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.49645596742630005},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.49190378189086914},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.47913309931755066},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.46133315563201904},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4205603301525116},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3693752884864807},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.36214184761047363},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.3332868218421936},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3005892038345337},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1703273057937622},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/icassp.2019.8682182","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2019.8682182","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-02346773v1","is_oa":true,"landing_page_url":"https://hal.science/hal-02346773","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), May 2019, Brighton, United Kingdom","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-02346773v1","is_oa":true,"landing_page_url":"https://hal.science/hal-02346773","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), May 2019, Brighton, United Kingdom","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W1578330309","https://openalex.org/W1974673435","https://openalex.org/W1979777051","https://openalex.org/W1986818175","https://openalex.org/W1998396746","https://openalex.org/W2004913766","https://openalex.org/W2018332268","https://openalex.org/W2022894179","https://openalex.org/W2031753087","https://openalex.org/W2043711675","https://openalex.org/W2062024414","https://openalex.org/W2062962812","https://openalex.org/W2074223538","https://openalex.org/W2077491345","https://openalex.org/W2090912818","https://openalex.org/W2115755118","https://openalex.org/W2127692359","https://openalex.org/W2141431859","https://openalex.org/W2154993037","https://openalex.org/W2164214015","https://openalex.org/W2746044242","https://openalex.org/W2889321016","https://openalex.org/W2902735866","https://openalex.org/W2962892738","https://openalex.org/W2963256090","https://openalex.org/W2964208788","https://openalex.org/W2967811531","https://openalex.org/W3098831415","https://openalex.org/W3100678894","https://openalex.org/W3102362558","https://openalex.org/W3122608908","https://openalex.org/W4255272544","https://openalex.org/W6767147399"],"related_works":["https://openalex.org/W1721599012","https://openalex.org/W2901858382","https://openalex.org/W4384273653","https://openalex.org/W4372063917","https://openalex.org/W4232399475","https://openalex.org/W2362319256","https://openalex.org/W1527023294","https://openalex.org/W4387164954","https://openalex.org/W2381765681","https://openalex.org/W2056895937"],"abstract_inverted_index":{"The":[0,37],"self-similarity":[1],"paradigm":[2],"enables":[3,131],"the":[4,32,41,51,84,88,124,128,132,145],"analysis":[5],"of":[6,19,34,46,54,67,78,87,123,134,144],"scale-free":[7,35,55,108,148],"temporal":[8],"dynamics":[9],"and":[10,44,49,139,147],"has":[11],"been":[12],"widely":[13],"used":[14],"in":[15,23],"a":[16,24,64,68,101],"large":[17],"set":[18],"real-world":[20],"applications.":[21],"However,":[22],"multivariate":[25],"setting,":[26],"delays":[27,135],"amongst":[28],"components":[29],"significantly":[30],"impair":[31],"estimation":[33,45,53,95,106],"parameters.":[36,149],"first":[38],"framework":[39],"for":[40,50,107,112],"modeling,":[42],"detection":[43,133],"delay":[47,94,113,146],"parameters":[48,56,109],"joint":[52],"is":[57,61,73,76,98,114],"proposed":[58,129],"here.":[59],"It":[60],"assumed":[62],"that":[63,110,127],"single":[65],"realization":[66],"multivariate,":[69],"self-similar":[70],"time":[71],"series":[72],"available.":[74],"Use":[75],"made":[77],"\u2102-valued":[79],"wavelets":[80],"and,":[81],"based":[82,97],"on":[83],"imaginary":[85],"part":[86],"wavelet":[89,103],"coherence,":[90],"an":[91],"original":[92],"bootstrap-based":[93],"procedure":[96],"constructed.":[99],"Moreover,":[100],"consistent":[102],"eigenanalysis-based":[104],"semiparametric":[105],"accounts":[111],"defined.":[115],"Monte":[116],"Carlo":[117],"experiments":[118],"conducted":[119],"over":[120],"various":[121],"instances":[122],"model":[125],"show":[126],"methodology":[130],"with":[136],"high":[137],"probability":[138],"provides":[140],"very":[141],"satisfactory":[142],"estimates":[143]},"counts_by_year":[{"year":2021,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}
