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- W2021672129 abstract "Many scientific studies require a thorough understanding of the scaling characteristics of observed processes. We derive and justify a decomposition of the usual cross-covariance in terms of scale-by-scale wavelet cross-covariances, and describe estimators of both quantities along with asymptotic equivalences. The scale-by-scale decomposition of auto-covariance and cross-covariance sequences are illustrated via a simulation study. A detailed scale analysis of the surface albedo and temperature of pack ice in the Beaufort Sea shows that the differing resolutions of the two sensors can be seen in the wavelet cross-correlations and autocorrelations at small scales, while at larger scales correlation patterns emerged suggesting fractal-like behaviour over a range of scales." @default.
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- W2021672129 title "Wavelet scale analysis of bivariate time series i: motivation and estimation" @default.
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