Pii: S0167-7152(02)00353-x
نویسندگان
چکیده
In this paper we develop an asymptotically locally optimal partial score test for testing the suitability of a homoscedastic wavelet model against a general heteroscedastic wavelet model. As the construction of the partial score test requires a consistent estimate for the nuisance parameter, namely the constant variance estimate under the null hypothesis, we conduct a comprehensive investigation in order to choose its best possible estimate among some competitors. The size and power performances of the partial score test are reported for testing for heteroscedasticity in a time series of 1nite length. c © 2003 Elsevier Science B.V. All rights reserved.
منابع مشابه
Pii: S0167-8396(02)00164-4
We study the relationship of transformations between Legendre and Bernstein basis. Using the relationship, we present a simple and efficient method for optimal multiple degree reductions of Bézier curves with respect to the L2-norm. 2002 Elsevier Science B.V. All rights reserved.
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