The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives

DOI10.1016/S0378-3758(97)00069-4zbMath0944.62051OpenAlexW1985668062MaRDI QIDQ1299374

Sangyeol Lee

Publication date: 26 September 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00069-4

zbMATH Keywords

Gaussian processlinear processempirical processcontiguous alternativesGaussian tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Asymptotic properties of parametric tests (62F05)

Related Items

Weak convergence of some marked empirical processes: Application to testing heteroscedasticity

Cites Work

• A note on empirical processes of strong-mixing sequences
• Weak convergence of the sample distribution function when parameters are estimated
• Central Limit Theorems for dependent variables. I
• On the Strong Mixing Property for Linear Sequences
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item