Score test for homogeneity of variances in longitudinal time series via wavelets

DOI10.1080/03610920903009384MaRDI QIDQ3585308zbMATH OpenOpenAlexFDO

Authors Nalini Mahalingam, Alwell J. Oyet

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903009384

zbMATH Keywords

score testDaubechies waveletmultiresolution analysisdiscrete wavelet transformationwavelet regressionlongitudinal time series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3169866 (Why is no real title available?)
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A note on Studentizing a test for heteroscedasticity
• Ideal spatial adaptation by wavelet shrinkage
• Minimax A- and D-optimal integer-valued wavelet designs for estimation
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• On asymptotically optimal tests of composite hypotheses
• Robust designs for wavelet approximations of regression models
• Ten Lectures on Wavelets
• Testing variances in wavelet regression models
• Wavelet Methods for Curve Estimation

Cited in

(1)

• Studentized partial score tests for variances in longitudinal data

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