Characteristic function-based hypothesis tests under weak dependence (Q414551): Difference between revisions

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+Testing Symmetry
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+On the bootstrap of \(U\) and \(V\) statistics
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+Processes of normal inverse Gaussian type
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+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
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+Q3847819
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+Sieve bootstrap for time series
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+Testing time reversibility without moment restrictions
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+The conditional central limit theorem in Hilbert spaces.
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+New dependence coefficients. Examples and applications to statistics
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+Coupling for minimal distance
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+The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
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+On goodness-of-fit tests for weakly dependent processes using kernel method
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+The empirical characteristic function and its applications
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+The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
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+Large sample theory for U-statistics and tests of fit
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+Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
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+Goodness-of-fit tests for dependent data
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+Testing Normality for Linear AR(<b><i>p</i></b>) Models
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+Autoregressive processes with normal-Laplace marginals
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+Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
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+Q4125569
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+On bootstrapping \(L_2\)-type statistics in density testing
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+Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
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+A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
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+Asymptotic spectral theory for nonlinear time series
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+Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
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+Selected Topics in Characteristic Functions
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