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

Abstract : We 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
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Preprints, Working Papers, ...
33 pages, 3 figures. 2006
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https://hal.archives-ouvertes.fr/hal-00080184
Contributor : Baldi Paolo <>
Submitted on : Thursday, June 15, 2006 - 10:15:07 AM
Last modification on : Monday, May 29, 2017 - 2:25:47 PM

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Paolo Baldi, Gérard Kerkyacharian, Domenico Marinucci, Dominique Picard. High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotropy on the Torus. 33 pages, 3 figures. 2006. <hal-00080184>

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