Wavelet goodness-of-fit test for dependent data

DOI10.1016/j.jspi.2006.04.015zbMath1115.62047OpenAlexW2076250102MaRDI QIDQ997269

Natalia A. 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

zbMATH Keywords

waveletscorrelation functiongoodness-of-fit testdependent dataRiemann's zeta functionHaar wavelet coefficient

Mathematics Subject Classification ID

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

Related Items (1)

A wavelet Whittle estimator of generalized long-memory stochastic volatility

Cites Work

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• Extremes and related properties of random sequences and processes
• Simultaneous statistical inference. 2nd ed
• A note on the asymptotic independence of high level crossings for dependent Gaussian processes
• High moments of the Riemann zeta-function
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Semiclassical formula for the number variance of the Riemann zeros
• New tests of the correspondence between unitary eigenvalues and the zeros of Riemann s zeta function
• A Note on Combining Dependent Tests of Significance
• Random matrix theory and \(\zeta(1/2+it)\).

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