Score Test for Homogeneity of Variances in Longitudinal Time Series Via Wavelets

DOI10.1080/03610920903009384zbMath1318.62146OpenAlexW2116874902MaRDI QIDQ3585308

Nalini Mahalingam, Alwell Julius 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

multiresolution analysisscore testDaubechies waveletdiscrete wavelet transformationwavelet regressionlongitudinal time series

Mathematics Subject Classification ID

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

Related Items

STUDENTIZED PARTIAL SCORE TESTS FOR VARIANCES IN LONGITUDINAL DATA

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