Characteristic function-based hypothesis tests under weak dependence

DOI10.1016/j.jmva.2012.02.003zbMath1238.62054OpenAlexW2057947743MaRDI QIDQ414551

Anne Leucht

Publication date: 11 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.003

zbMATH Keywords

bootstraptime seriesempirical characteristic functiongoodness-of-fit\(V\)-statisticssymmetry test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (9)

A Model Specification Test For GARCH(1,1) Processes ⋮ The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications ⋮ Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes ⋮ Testing distributional assumptions using a continuum of moments ⋮ Validation tests for the innovation distribution in INAR time series models ⋮ Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models ⋮ Fourier–type tests involving martingale difference processes

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
• Autoregressive processes with normal-Laplace marginals
• Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
• The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
• On the bootstrap of \(U\) and \(V\) statistics
• The empirical characteristic function and its applications
• Large sample theory for U-statistics and tests of fit
• A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
• Sieve bootstrap for time series
• Processes of normal inverse Gaussian type
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• On bootstrapping \(L_2\)-type statistics in density testing
• New dependence coefficients. Examples and applications to statistics
• Coupling for minimal distance
• Testing time reversibility without moment restrictions
• Asymptotic spectral theory for nonlinear time series
• The conditional central limit theorem in Hilbert spaces.
• Testing Normality for Linear AR(p) Models
• On goodness-of-fit tests for weakly dependent processes using kernel method
• A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
• Testing Symmetry
• Goodness-of-fit tests for dependent data
• Selected Topics in Characteristic Functions

This page was built for publication: Characteristic function-based hypothesis tests under weak dependence