High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus

DOI10.1016/J.JMVA.2007.02.002MaRDI QIDQ2482620zbMATH OpenOpenAlexFDO

Authors Paolo Baldi, Gérard Kerkyacharian, Dominique Picard, Domenico Marinucci

Publication date 23 April 2008

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0606154

zbMATH Keywords

high frequency asymptoticsmultivariate central limit theoremrandom fieldstests for Gaussianity and isotropywavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Hypothesis testing in multivariate analysis (62H15) Random fields; image analysis (62M40)

Abstract: We prove a CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we refer to observations of a single field which is sampled at higher and higher frequencies. We consider also studentized statistics for the case of an unknown correlation structure. The results are motivated by the analysis of cosmological data or high-frequency financial data sets, with a particular interest towards testing for Gaussianity and isotropy

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Cited in

(7)

• Asymptotics for spherical needlets
• Asymptotic uncorrelation for Mexican needlets
• The needlets bispectrum
• Coordinates changed random fields on the sphere
• High-frequency asymptotics for subordinated stationary fields on an abelian compact group
• A Multiscale Wavelet-Based Test for Isotropy of Random Fields on a Regular Lattice
• Subsampling needlet coefficients on the sphere

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