High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotropy on the Torus

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dc.creatorBaldi, Paolo
dc.creatorKerkyacharian, Gérard
dc.creatorMarinucci, Domenico
dc.creatorPicard, Dominique
dc.date2006-06-07
dc.date2006-06-14
dc.date.accessioned2026-07-07T09:52:40Z
dc.date.available2026-07-07T09:52:40Z
dc.descriptionWe 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
dc.description33 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/math/0606154
dc.identifierhttp://arxiv.org/abs/math/0606154
dc.identifierJournal of Multivariate Analysis, Vol. 99, pp. 606-636 (2008)
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/165677
dc.subjectStatistics Theory
dc.subject62E20, 62G20, 60F05
dc.titleHigh Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotropy on the Torus
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