Wavelet goodness-of-fit test for dependent data

DOI10.1016/J.JSPI.2006.04.015zbMATH Open1115.62047OpenAlexW2076250102MaRDI QIDQ997269FDOQ997269

Authors: Natalia Bochkina 

Publication date: 23 July 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.04.015

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zbMATH Keywords

waveletsgoodness-of-fit testdependent datacorrelation functionRiemann's zeta functionHaar wavelet coefficient

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Other functions defined by series and integrals (33E20) (zeta (s)) and (L(s, chi)) (11M06)

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• A Note on Combining Dependent Tests of Significance
• Title not available (Why is that?)
• Simultaneous statistical inference. 2nd ed
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Random matrix theory and \(\zeta(1/2+it)\).
• Title not available (Why is that?)
• High moments of the Riemann zeta-function
• Title not available (Why is that?)
• New tests of the correspondence between unitary eigenvalues and the zeros of Riemann s zeta function
• Semiclassical formula for the number variance of the Riemann zeros
• A note on the asymptotic independence of high level crossings for dependent Gaussian processes

Cited In (3)

• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment
• A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity
• A wavelet Whittle estimator of generalized long-memory stochastic volatility

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