A temporally smoothed wavelet periodogram for multivariate point processes is shown to be a multi-wavelet periodogram, asymptotically Wishart, and used to build a stationarity test.
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Wavelet Spectra for Multivariate Point Processes
A temporally smoothed wavelet periodogram for multivariate point processes is shown to be a multi-wavelet periodogram, asymptotically Wishart, and used to build a stationarity test.