Li, Linyuan; Yao, Shan; Duchesne, Pierre - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 308-327
Test procedures for serial correlation of unknown form with wavelet methods are investigated. A new test statistic is motivated using a canonical multivariate normal hypothesis testing model. It relies on empirical wavelet coefficients of a wavelet-based spectral density estimator. The choice of...