Goodness-of-fit tests for dependent data

DOI10.1080/10485250310001622640zbMath1071.62039OpenAlexW2058283814MaRDI QIDQ4819550

Rosaria Ignaccolo

Publication date: 27 September 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001622640

zbMATH Keywords

strong mixingdependent datasmooth testprojection density estimatorchi squared test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Bayesian methods for time series of count data ⋮ Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics ⋮ Characteristic function-based hypothesis tests under weak dependence ⋮ Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data ⋮ Score test of fit for composite hypothesis in the GARCH\((1,1)\) model ⋮ Comparing the marginal densities of two strictly stationary linear processes ⋮ Data driven smooth test of comparison for dependent sequences

Cites Work

• Nonparametric statistics for stochastic processes. Estimation and prediction.
• The effect of dependence on chi squared tests of fit
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Goodness-of-fit tests for correlated data
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