Wavelet cross coherence statistics

I can perform a wavelet cross coherence using Matlab but I do not know how to tell what parts of the resulting transform are statistically significant. Torrence and Compo do this by using a montecarlo method against red noise background. I have failed to manage to change their code to test against white noise and I don't see any obvious way to test the normal wavelet cross coherence results. Can anyone help please? Or if someone has figured out how to alter Torrence's code please please let me know! Thanks!Kim

Answer 1

[Wayne King]

www.ann-geophys.net/26/3819/2008/angeo-26-3819-2008.pdf

The linked paper derives it for two white noise processes. For some reason, just clicking on the link is appending mathworks.com, so just copy and paste the URL in a new browser tab and it will open the pdf file.

[Kim]

Thank you! I had searched but didn't see this one. I'll read it over. I'm a cognitive scientist, not maths/engineer, but hopefully I'll be able to make sense of it. Thanks again Kim