Wavelet Thresholding Methods Applied to Testing Significance Differences Between Autoregressive Hilbertian Processes

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Abstract

The philosophy of Fan (1996) and Fan and Lin (1998) is adopted in the formulation of significance tests for comparing autoregressive Hilbertian processes. The discrete wavelet domain is considered to derive the test statistic based on thresholding rules. The results derived are applied to the statistical analysis of spatial functional data (SFD) sequences.

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Wavelet Thresholding Methods Applied to Testing Significance Differences Between Autoregressive Hilbertian Processes

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Abstract

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