Testing heteroscedasticity by wavelets in a nonparametric autoregressive model

MaRDI QIDQ3571313zbMATH OpenFDO

Authors Xianhua Luo, Qifeng Wu, Yan Meng Zhao, Yuan Li

Publication date 8 July 2010

zbMATH Keywords

wavelet test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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