Duchesne, Pierre; Li, Linyuan; Vandermeerschen, Jill - In: Computational Statistics & Data Analysis 54 (2010) 11, pp. 2512-2531
Omnibus procedures for testing serial correlation are developed, using spectral density estimation and wavelet shrinkage. The asymptotic distributions of the wavelet coefficients under the null hypothesis of no serial correlation are derived. Under some general conditions on the wavelet basis,...